+307.6%
TWLO vs WST
+341.6%
-34.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +0.8% |
| 7D | -3.9% | +0.4% | -4.3% | -4.1% |
| 30D | -9.7% | -2.0% | -7.7% | -9.0% |
| 3M | +11.6% | +4.1% | +7.5% | +9.2% |
| 6M | +84.7% | +47.4% | +37.3% | +51.9% |
| YTD | +62.5% | +25.4% | +37.1% | +43.3% |
| 1Y | +121.7% | +35.3% | +86.4% | +86.7% |
| 3Y | +253.0% | -11.7% | +264.7% | +228.0% |
| 5Y | -32.5% | -24.0% | -8.5% | -32.8% |
| All | +307.6% | +341.6% | -34.0% | +52.1% |
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