+64.3%
TWLO vs WSM
+44.0%
+20.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.6% |
| 7D | -15.9% | +8.0% | -23.9% | -16.2% |
| 30D | -29.0% | +13.5% | -42.5% | -29.7% |
| 3M | +10.0% | +8.8% | +1.2% | +9.2% |
| 6M | +12.6% | +54.7% | -42.1% | +9.5% |
| YTD | +50.1% | +53.3% | -3.2% | +47.8% |
| 1Y | +64.3% | +41.1% | +23.2% | +64.3% |
| All | +64.3% | +44.0% | +20.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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