+709.2%
TWLO vs WEC
+134.6%
+574.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.1% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | +20.6% | -1.3% | +21.9% | +20.6% |
| 3M | -1.5% | -3.9% | +2.4% | -1.4% |
| 6M | +89.4% | -8.3% | +97.7% | +90.0% |
| YTD | +63.8% | +3.1% | +60.7% | +63.2% |
| 1Y | +119.7% | +1.9% | +117.8% | +118.9% |
| 3Y | +256.1% | +41.9% | +214.2% | +245.0% |
| 5Y | -36.6% | +30.8% | -67.3% | -38.1% |
| 10Y | +304.3% | +141.9% | +162.4% | +322.7% |
| All | +709.2% | +134.6% | +574.6% | +737.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling