+11.4%
WBD vs TWLO
+312.8%
-301.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | +1.4% | -7.8% | +9.2% | +2.8% |
| 3M | +4.4% | +10.0% | -5.6% | +1.5% |
| 6M | +0.8% | +79.5% | -78.6% | -12.4% |
| YTD | -2.7% | +59.8% | -62.5% | -14.0% |
| 1Y | +73.4% | +121.7% | -48.3% | +42.6% |
| 3Y | +142.1% | +240.8% | -98.7% | +81.2% |
| 5Y | +7.2% | -33.6% | +40.8% | -11.4% |
| All | +11.4% | +312.8% | -301.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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