+261.4%
TWLO vs WM
+48.6%
+212.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.5% | +3.2% | +1.3% | +4.7% |
| 30D | -22.1% | +13.0% | -35.1% | -21.7% |
| 3M | -15.3% | +9.2% | -24.6% | -14.8% |
| 6M | +9.7% | +13.6% | -4.0% | +10.1% |
| YTD | +48.5% | +12.4% | +36.1% | +49.0% |
| 1Y | +70.3% | +21.2% | +49.1% | +69.5% |
| 3Y | +261.4% | +48.7% | +212.7% | +282.2% |
| All | +261.4% | +48.6% | +212.8% | +282.2% |
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