+301.0%
TWLO vs WY
+7.6%
+293.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -2.4% | -4.2% | +1.8% | -0.6% |
| 30D | -7.8% | -10.1% | +2.3% | -3.7% |
| 3M | +10.0% | -8.5% | +18.5% | +13.4% |
| 6M | +79.5% | -3.3% | +82.8% | +78.4% |
| YTD | +59.8% | -4.4% | +64.2% | +57.5% |
| 1Y | +121.7% | -11.5% | +133.2% | +126.2% |
| 3Y | +240.8% | -24.3% | +265.1% | +269.7% |
| 5Y | -33.6% | -21.3% | -12.3% | -28.0% |
| All | +301.0% | +7.6% | +293.4% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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