+684.6%
TWLO vs WWD
+514.4%
+170.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.4% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -6.4% | -6.4% | 0.0% | -4.5% |
| 3M | +6.3% | -5.6% | +11.9% | +7.0% |
| 6M | +76.4% | -9.1% | +85.5% | +78.1% |
| YTD | +58.8% | +12.5% | +46.3% | +46.6% |
| 1Y | +107.1% | +41.3% | +65.8% | +73.9% |
| 3Y | +245.0% | +170.2% | +74.7% | +124.4% |
| 5Y | -36.0% | +192.5% | -228.4% | -60.3% |
| 10Y | +293.2% | +476.9% | -183.7% | +55.9% |
| All | +684.6% | +514.4% | +170.2% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WWD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling