-36.0%
TWLO vs WST
-25.8%
-10.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.8% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -6.4% | -4.6% | -1.8% | -4.9% |
| 3M | +6.3% | +5.7% | +0.6% | +3.8% |
| 6M | +76.4% | +37.6% | +38.9% | +55.0% |
| YTD | +58.8% | +23.0% | +35.8% | +44.9% |
| 1Y | +107.1% | +33.8% | +73.3% | +81.5% |
| 3Y | +245.0% | -13.4% | +258.3% | +240.5% |
| 5Y | -36.0% | -27.0% | -9.0% | -32.9% |
| All | -36.0% | -25.8% | -10.2% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling