+301.0%
TWLO vs WSM
+1,071.8%
-770.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -7.8% | -7.7% | -0.1% | -5.1% |
| 3M | +10.0% | +3.8% | +6.3% | +8.2% |
| 6M | +79.5% | +22.7% | +56.8% | +64.5% |
| YTD | +59.8% | +28.0% | +31.8% | +43.2% |
| 1Y | +121.7% | +12.7% | +109.0% | +107.2% |
| 3Y | +240.8% | +231.3% | +9.5% | +91.8% |
| 5Y | -33.6% | +177.2% | -210.8% | -61.0% |
| All | +301.0% | +1,071.8% | -770.8% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling