+644.0%
TWLO vs WST
+466.9%
+177.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | -26.0% | +12.7% | -38.7% | -29.9% |
| 3M | -14.3% | +17.2% | -31.5% | -20.3% |
| 6M | +6.2% | +26.7% | -20.5% | -5.3% |
| YTD | +50.6% | +50.3% | +0.3% | +22.4% |
| 1Y | +64.0% | +50.2% | +13.8% | +33.0% |
| 3Y | +264.1% | +21.7% | +242.3% | +183.6% |
| 5Y | -27.9% | +2.0% | -30.0% | -38.3% |
| 10Y | +580.0% | +451.1% | +128.9% | +125.0% |
| All | +644.0% | +466.9% | +177.1% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling