+307.6%
TWLO vs WAT
+166.5%
+141.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -3.9% | -2.9% | -1.0% | -2.6% |
| 30D | -9.7% | -3.2% | -6.5% | -8.4% |
| 3M | +11.6% | +10.6% | +1.0% | +6.2% |
| 6M | +84.7% | +34.0% | +50.6% | +58.5% |
| YTD | +62.5% | +5.7% | +56.8% | +54.5% |
| 1Y | +121.7% | +37.1% | +84.6% | +84.5% |
| 3Y | +253.0% | +52.4% | +200.6% | +159.3% |
| 5Y | -32.5% | -4.4% | -28.1% | -37.1% |
| All | +307.6% | +166.5% | +141.1% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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