+301.0%
TWLO vs WPM
+558.4%
-257.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | -2.4% | -0.6% | -1.9% | -2.4% |
| 30D | -7.8% | +14.4% | -22.2% | -9.9% |
| 3M | +10.0% | +37.0% | -26.9% | +4.6% |
| 6M | +79.5% | +4.1% | +75.3% | +76.8% |
| YTD | +59.8% | +31.7% | +28.1% | +51.2% |
| 1Y | +121.7% | +44.2% | +77.5% | +105.7% |
| 3Y | +240.8% | +265.5% | -24.7% | +166.3% |
| 5Y | -33.6% | +262.5% | -296.1% | -48.7% |
| All | +301.0% | +558.4% | -257.4% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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