-32.3%
TWLO vs WAT
-3.5%
-28.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.3% |
| 7D | -2.4% | -0.3% | -2.2% | -2.3% |
| 30D | -7.8% | -1.9% | -5.9% | -7.2% |
| 3M | +10.0% | +13.5% | -3.5% | +4.4% |
| 6M | +79.5% | +37.2% | +42.2% | +55.7% |
| YTD | +59.8% | +7.5% | +52.3% | +52.4% |
| 1Y | +121.7% | +35.0% | +86.7% | +90.2% |
| 3Y | +240.8% | +55.1% | +185.7% | +152.2% |
| All | -32.3% | -3.5% | -28.9% | -38.1% |
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