+702.8%
TWLO vs WTW
+184.6%
+518.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -3.9% | -7.8% | +3.9% | +0.4% |
| 30D | -9.7% | -7.9% | -1.8% | -5.7% |
| 3M | +11.6% | +19.9% | -8.3% | +0.5% |
| 6M | +84.7% | +9.8% | +74.9% | +72.9% |
| YTD | +62.5% | -3.3% | +65.8% | +61.2% |
| 1Y | +121.7% | -3.3% | +125.0% | +118.1% |
| 3Y | +253.0% | +61.5% | +191.4% | +143.2% |
| 5Y | -32.5% | +42.6% | -75.1% | -49.8% |
| 10Y | +312.7% | +197.1% | +115.7% | +62.6% |
| All | +702.8% | +184.6% | +518.3% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling