+572.9%
TWLO vs WEC
+197.9%
+374.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +4.5% | +2.3% | +2.2% | +4.5% |
| 30D | -22.1% | +11.1% | -33.2% | -22.2% |
| 3M | -15.3% | +8.4% | -23.8% | -15.4% |
| 6M | +9.7% | +7.5% | +2.2% | +9.6% |
| YTD | +48.5% | +15.3% | +33.1% | +47.6% |
| 1Y | +70.3% | +9.7% | +60.6% | +69.9% |
| 3Y | +261.4% | +64.7% | +196.7% | +247.1% |
| 5Y | -30.6% | +57.3% | -87.8% | -33.0% |
| All | +572.9% | +197.9% | +374.9% | +602.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling