+576.0%
TWLO vs WST
+449.7%
+126.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +5.6% | +4.9% | +0.7% | +3.3% |
| 30D | -24.6% | +10.7% | -35.3% | -28.1% |
| 3M | -14.0% | +16.8% | -30.8% | -19.9% |
| 6M | +10.1% | +32.0% | -21.9% | -3.9% |
| YTD | +49.2% | +49.9% | -0.7% | +20.9% |
| 1Y | +65.2% | +50.6% | +14.6% | +33.3% |
| 3Y | +260.7% | +21.4% | +239.2% | +179.3% |
| 5Y | -30.2% | -0.6% | -29.7% | -39.3% |
| All | +576.0% | +449.7% | +126.3% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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