+601.7%
TWLO vs WM
+348.1%
+253.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -26.0% | +13.1% | -39.1% | -29.9% |
| 3M | +4.6% | +3.6% | +0.9% | +2.5% |
| 6M | +5.5% | +8.1% | -2.5% | +1.2% |
| YTD | +42.0% | +8.9% | +33.1% | +34.9% |
| 1Y | +58.5% | +20.3% | +38.1% | +43.6% |
| 3Y | +279.7% | +46.2% | +233.5% | +202.8% |
| 5Y | -35.0% | +59.9% | -94.9% | -51.3% |
| 10Y | +539.9% | +345.6% | +194.3% | +157.0% |
| All | +601.7% | +348.1% | +253.6% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling