-15.3%
WDAY vs TWLO
+123.2%
-138.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.2% |
| 7D | -4.4% | -2.0% | -2.3% | -3.6% |
| 30D | +14.7% | +20.6% | -5.8% | +5.8% |
| 3M | +32.4% | -1.5% | +33.9% | +32.1% |
| 6M | +36.9% | +89.4% | -52.6% | +3.0% |
| YTD | -8.8% | +63.8% | -72.6% | -28.7% |
| 1Y | -15.3% | +119.7% | -135.0% | -38.3% |
| All | -15.3% | +123.2% | -138.5% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling