+254.7%
TWLO vs WM
+46.1%
+208.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.1% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +20.6% | -2.4% | +22.9% | +20.6% |
| 3M | -1.5% | +0.4% | -2.0% | -1.7% |
| 6M | +89.4% | -9.5% | +98.9% | +90.7% |
| YTD | +63.8% | +0.5% | +63.3% | +63.5% |
| 1Y | +119.7% | -1.1% | +120.8% | +120.1% |
| All | +254.7% | +46.1% | +208.5% | +266.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling