+689.1%
TWLO vs WPM
+757.2%
-68.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +0.2% | +3.9% | -3.7% | -0.4% |
| 30D | -9.1% | +17.7% | -26.8% | -11.6% |
| 3M | +11.0% | +39.4% | -28.4% | +4.9% |
| 6M | +79.4% | +6.4% | +72.9% | +76.0% |
| YTD | +59.7% | +34.0% | +25.7% | +50.2% |
| 1Y | +112.3% | +50.5% | +61.8% | +94.9% |
| 3Y | +247.0% | +280.3% | -33.3% | +165.9% |
| 5Y | -35.6% | +266.3% | -301.9% | -51.0% |
| 10Y | +305.7% | +550.8% | -245.1% | +199.9% |
| All | +689.1% | +757.2% | -68.1% | +437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling