+301.0%
TWLO vs WWD
+498.2%
-197.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | -2.4% | -2.6% | +0.2% | -1.6% |
| 30D | -7.8% | -6.9% | -0.9% | -5.8% |
| 3M | +10.0% | -13.0% | +23.1% | +14.0% |
| 6M | +79.5% | -12.5% | +91.9% | +83.5% |
| YTD | +59.8% | +11.8% | +48.0% | +48.2% |
| 1Y | +121.7% | +41.1% | +80.6% | +87.2% |
| 3Y | +240.8% | +163.1% | +77.7% | +126.9% |
| 5Y | -33.6% | +187.6% | -221.2% | -58.0% |
| All | +301.0% | +498.2% | -197.3% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling