+301.0%
TWLO vs WEC
+146.6%
+154.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | -7.8% | -2.6% | -5.2% | -7.7% |
| 3M | +10.0% | -6.0% | +16.1% | +10.3% |
| 6M | +79.5% | -5.4% | +84.9% | +79.7% |
| YTD | +59.8% | +2.5% | +57.4% | +59.2% |
| 1Y | +121.7% | -0.7% | +122.4% | +121.1% |
| 3Y | +240.8% | +38.7% | +202.1% | +229.2% |
| 5Y | -33.6% | +31.7% | -65.3% | -35.6% |
| All | +301.0% | +146.6% | +154.4% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WEC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling