+301.0%
TWLO vs WING
+407.7%
-106.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.6% | -3.7% |
| 7D | -2.4% | +7.2% | -9.6% | -4.8% |
| 30D | -7.8% | +4.8% | -12.6% | -10.2% |
| 3M | +10.0% | -23.7% | +33.7% | +18.3% |
| 6M | +79.5% | -43.6% | +123.0% | +110.0% |
| YTD | +59.8% | -50.6% | +110.4% | +91.2% |
| 1Y | +121.7% | -57.0% | +178.7% | +176.1% |
| 3Y | +240.8% | -28.3% | +269.1% | +197.9% |
| 5Y | -33.6% | -32.4% | -1.2% | -45.8% |
| All | +301.0% | +407.7% | -106.7% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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