+64.3%
TWLO vs WETO
-99.3%
+163.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -0.1% |
| 7D | -15.9% | +3.6% | -19.4% | -15.9% |
| 30D | -29.0% | -17.2% | -11.8% | -29.1% |
| 3M | +10.0% | -83.7% | +93.7% | +10.2% |
| 6M | +12.6% | -98.3% | +110.8% | +14.5% |
| YTD | +50.1% | -99.0% | +149.1% | +53.7% |
| 1Y | +64.3% | -99.4% | +163.6% | +70.3% |
| All | +64.3% | -99.3% | +163.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling