+580.0%
TWLO vs WM
+329.9%
+250.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.5% |
| 7D | +0.2% | +1.2% | -0.9% | -0.3% |
| 30D | -26.0% | +13.7% | -39.7% | -30.0% |
| 3M | -14.3% | +5.2% | -19.6% | -16.5% |
| 6M | +6.2% | +11.2% | -5.0% | +0.6% |
| YTD | +50.6% | +9.4% | +41.2% | +42.7% |
| 1Y | +64.0% | +20.4% | +43.6% | +48.6% |
| 3Y | +264.1% | +44.7% | +219.4% | +191.5% |
| 5Y | -27.9% | +58.5% | -86.4% | -45.8% |
| 10Y | +580.0% | +326.4% | +253.7% | +157.0% |
| All | +580.0% | +329.9% | +250.2% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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