+121.7%
TWLO vs WAB
+49.7%
+72.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -7.8% | -4.1% | -3.7% | -8.5% |
| 3M | +10.0% | +8.2% | +1.9% | +12.4% |
| 6M | +79.5% | +15.4% | +64.1% | +78.9% |
| YTD | +59.8% | +33.1% | +26.7% | +49.1% |
| 1Y | +121.7% | +48.1% | +73.6% | +95.8% |
| All | +121.7% | +49.7% | +72.0% | +95.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling