+305.7%
TWLO vs WM
+303.2%
+2.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.2% | -1.2% | +1.4% | +0.7% |
| 30D | -9.1% | -4.5% | -4.7% | -7.5% |
| 3M | +11.0% | -2.2% | +13.2% | +11.5% |
| 6M | +79.4% | -11.5% | +90.8% | +87.3% |
| YTD | +59.7% | -0.7% | +60.4% | +58.2% |
| 1Y | +112.3% | +0.3% | +112.0% | +108.5% |
| 3Y | +247.0% | +44.2% | +202.8% | +176.1% |
| 5Y | -35.6% | +51.6% | -87.2% | -50.9% |
| 10Y | +305.7% | +310.4% | -4.7% | +73.3% |
| All | +305.7% | +303.2% | +2.5% | +73.3% |
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