+93.9%
TWLO vs WETO
-99.4%
+193.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.7% |
| 7D | -2.4% | -4.3% | +1.9% | -2.4% |
| 30D | -7.8% | -39.9% | +32.1% | -7.7% |
| 3M | +10.0% | -97.9% | +107.9% | +11.5% |
| 6M | +79.5% | -95.0% | +174.5% | +79.5% |
| YTD | +59.8% | -97.2% | +157.0% | +61.3% |
| 1Y | +121.7% | -98.9% | +220.6% | +126.6% |
| All | +93.9% | -99.4% | +193.3% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling