+301.0%
TWLO vs WU
-39.1%
+340.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | -7.8% | -2.9% | -4.9% | -7.0% |
| 3M | +10.0% | -2.3% | +12.3% | +8.6% |
| 6M | +79.5% | -25.4% | +104.8% | +95.3% |
| YTD | +59.8% | -21.2% | +81.0% | +70.3% |
| 1Y | +121.7% | -8.9% | +130.5% | +121.7% |
| 3Y | +240.8% | -29.0% | +269.8% | +266.4% |
| 5Y | -33.6% | -50.7% | +17.1% | -19.5% |
| All | +301.0% | -39.1% | +340.1% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling