-30.6%
TWLO vs WAT
+28.6%
-59.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +4.5% | +0.6% | +4.0% | +4.3% |
| 30D | -22.1% | +5.4% | -27.5% | -23.5% |
| 3M | -15.3% | +11.3% | -26.6% | -18.7% |
| 6M | +9.7% | +37.4% | -27.8% | -3.8% |
| YTD | +48.5% | +21.2% | +27.3% | +35.3% |
| 1Y | +70.3% | +21.3% | +49.0% | +55.1% |
| 3Y | +261.4% | +83.4% | +178.0% | +148.4% |
| All | -30.6% | +28.6% | -59.2% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling