+689.1%
TWLO vs WY
+15.9%
+673.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +0.2% | -1.7% | +1.9% | +0.9% |
| 30D | -9.1% | -9.9% | +0.7% | -5.0% |
| 3M | +11.0% | -7.5% | +18.5% | +14.0% |
| 6M | +79.4% | -5.1% | +84.5% | +80.0% |
| YTD | +59.7% | -2.1% | +61.8% | +55.8% |
| 1Y | +112.3% | -7.3% | +119.7% | +112.1% |
| 3Y | +247.0% | -22.6% | +269.6% | +273.6% |
| 5Y | -35.6% | -19.8% | -15.8% | -30.7% |
| 10Y | +305.7% | +9.6% | +296.1% | +246.5% |
| All | +689.1% | +15.9% | +673.2% | +504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling