+684.6%
TWLO vs WCC
+550.1%
+134.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.8% |
| 7D | -1.2% | +8.5% | -9.7% | -3.7% |
| 30D | -6.4% | -1.0% | -5.4% | -6.3% |
| 3M | +6.3% | +2.1% | +4.2% | +4.2% |
| 6M | +76.4% | +36.8% | +39.6% | +55.7% |
| YTD | +58.8% | +47.7% | +11.1% | +35.4% |
| 1Y | +107.1% | +66.5% | +40.6% | +69.3% |
| 3Y | +245.0% | +134.2% | +110.8% | +143.3% |
| 5Y | -36.0% | +231.6% | -267.6% | -60.1% |
| 10Y | +293.2% | +508.1% | -214.9% | +86.9% |
| All | +684.6% | +550.1% | +134.5% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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