+64.3%
TWLO vs WOLF
-3.0%
+67.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -15.9% | -14.5% | -1.4% | -14.2% |
| 30D | -29.0% | -32.0% | +3.0% | -26.1% |
| 3M | +10.0% | -15.8% | +25.8% | +11.4% |
| 6M | +12.6% | -36.6% | +49.2% | +11.1% |
| YTD | +50.1% | +30.9% | +19.2% | +42.8% |
| 1Y | +64.3% | +4.1% | +60.2% | +55.3% |
| All | +64.3% | -3.0% | +67.3% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling