+64.3%
TWLO vs WTW
+8.6%
+55.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.3% |
| 7D | -15.9% | +4.9% | -20.8% | -16.1% |
| 30D | -29.0% | +17.1% | -46.1% | -30.1% |
| 3M | +10.0% | -0.3% | +10.4% | +11.0% |
| 6M | +12.6% | +30.7% | -18.1% | +10.0% |
| YTD | +50.1% | +3.7% | +46.4% | +45.0% |
| 1Y | +64.3% | +5.9% | +58.4% | +60.4% |
| All | +64.3% | +8.6% | +55.7% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling