+637.1%
TWLO vs WST
+465.5%
+171.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +5.6% | +4.9% | +0.7% | +3.4% |
| 30D | -24.6% | +10.7% | -35.3% | -28.0% |
| 3M | -14.0% | +16.8% | -30.8% | -19.8% |
| 6M | +10.1% | +32.0% | -21.9% | -3.7% |
| YTD | +49.2% | +49.9% | -0.7% | +21.4% |
| 1Y | +65.2% | +50.6% | +14.6% | +33.8% |
| 3Y | +260.7% | +21.4% | +239.2% | +181.3% |
| 5Y | -30.2% | -0.6% | -29.7% | -39.3% |
| 10Y | +572.4% | +449.4% | +123.0% | +122.8% |
| All | +637.1% | +465.5% | +171.6% | +126.0% |
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 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