+709.2%
TWLO vs WAT
+195.4%
+513.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | +20.6% | +2.3% | +18.2% | +19.4% |
| 3M | -1.5% | +8.7% | -10.3% | -5.6% |
| 6M | +89.4% | +28.3% | +61.1% | +65.9% |
| YTD | +63.8% | +7.8% | +56.0% | +54.4% |
| 1Y | +119.7% | +36.6% | +83.1% | +83.3% |
| 3Y | +256.1% | +45.7% | +210.5% | +169.0% |
| 5Y | -36.6% | -3.3% | -33.2% | -41.2% |
| 10Y | +304.3% | +162.1% | +142.2% | +111.5% |
| All | +709.2% | +195.4% | +513.8% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling