+5.8%
WBD vs TWLO
+847.0%
-841.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +3.9% | -9.1% | +13.0% | +5.5% |
| 3M | +5.1% | +11.0% | -5.9% | +2.1% |
| 6M | +0.6% | +79.4% | -78.8% | -12.2% |
| YTD | -3.2% | +59.7% | -62.9% | -14.0% |
| 1Y | +127.7% | +112.3% | +15.3% | +90.0% |
| 3Y | +146.6% | +247.0% | -100.4% | +86.2% |
| 5Y | +4.2% | -35.6% | +39.8% | -12.8% |
| 10Y | +13.7% | +305.7% | -292.0% | -23.5% |
| All | +5.8% | +847.0% | -841.2% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling