+689.1%
TWLO vs WSM
+972.3%
-283.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | +2.6% | -2.4% | -0.8% |
| 30D | -9.1% | -9.3% | +0.1% | -5.9% |
| 3M | +11.0% | +7.1% | +3.9% | +7.8% |
| 6M | +79.4% | +21.7% | +57.7% | +64.9% |
| YTD | +59.7% | +28.7% | +31.0% | +42.8% |
| 1Y | +112.3% | +13.9% | +98.5% | +97.8% |
| 3Y | +247.0% | +232.2% | +14.8% | +95.2% |
| 5Y | -35.6% | +176.4% | -212.0% | -62.1% |
| 10Y | +305.7% | +1,072.4% | -766.7% | +29.3% |
| All | +689.1% | +972.3% | -283.2% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling