+301.0%
TWLO vs WAB
+296.8%
+4.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -7.8% | -4.1% | -3.7% | -6.5% |
| 3M | +10.0% | +8.2% | +1.9% | +6.0% |
| 6M | +79.5% | +15.4% | +64.1% | +67.3% |
| YTD | +59.8% | +33.1% | +26.7% | +40.1% |
| 1Y | +121.7% | +48.1% | +73.6% | +86.3% |
| 3Y | +240.8% | +167.7% | +73.1% | +131.2% |
| 5Y | -33.6% | +225.7% | -259.3% | -57.7% |
| All | +301.0% | +296.8% | +4.2% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling