+240.6%
TWLO vs WEC
+40.3%
+200.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.4% |
| 7D | +0.2% | +0.4% | -0.2% | +0.3% |
| 30D | -9.1% | +0.9% | -10.0% | -8.9% |
| 3M | +11.0% | -5.3% | +16.3% | +10.1% |
| 6M | +79.4% | -6.6% | +85.9% | +78.1% |
| YTD | +59.7% | +3.3% | +56.5% | +59.9% |
| 1Y | +112.3% | +2.1% | +110.3% | +112.0% |
| All | +240.6% | +40.3% | +200.3% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling