+689.1%
TWLO vs WCN
+268.4%
+420.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.4% |
| 7D | +0.2% | -1.7% | +1.9% | +1.5% |
| 30D | -9.1% | -3.0% | -6.2% | -7.2% |
| 3M | +11.0% | +2.5% | +8.4% | +8.2% |
| 6M | +79.4% | -5.7% | +85.1% | +83.7% |
| YTD | +59.7% | -7.4% | +67.2% | +65.1% |
| 1Y | +112.3% | -8.6% | +120.9% | +119.7% |
| 3Y | +247.0% | +19.4% | +227.6% | +175.0% |
| 5Y | -35.6% | +27.2% | -62.8% | -52.5% |
| 10Y | +305.7% | +238.5% | +67.2% | +8.3% |
| All | +689.1% | +268.4% | +420.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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