+79.4%
TWLO vs WY
-4.2%
+83.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.4% |
| 7D | +0.2% | -1.7% | +1.9% | -0.5% |
| 30D | -9.1% | -9.9% | +0.7% | -12.8% |
| 3M | +11.0% | -7.5% | +18.5% | +7.2% |
| 6M | +79.4% | -5.1% | +84.5% | +77.8% |
| All | +79.4% | -4.2% | +83.6% | +77.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling