+240.8%
TWLO vs WSM
+230.1%
+10.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -7.8% | -7.7% | -0.1% | -6.2% |
| 3M | +10.0% | +3.8% | +6.3% | +9.0% |
| 6M | +79.5% | +22.7% | +56.8% | +70.5% |
| YTD | +59.8% | +28.0% | +31.8% | +49.7% |
| 1Y | +121.7% | +12.7% | +109.0% | +113.6% |
| 3Y | +240.8% | +231.3% | +9.5% | +148.1% |
| All | +240.8% | +230.1% | +10.7% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling