+246.5%
TWLO vs WAB
+164.6%
+81.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -9.7% | -5.9% | -3.8% | -7.7% |
| 3M | +11.6% | +9.4% | +2.2% | +6.5% |
| 6M | +84.7% | +13.8% | +70.8% | +69.4% |
| YTD | +62.5% | +31.8% | +30.7% | +34.4% |
| 1Y | +121.7% | +48.5% | +73.2% | +68.9% |
| All | +246.5% | +164.6% | +81.9% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling