-13.5%
WDAY vs TWLO
+60.3%
-73.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.2% | -15.9% | +14.6% | +4.2% |
| 30D | +6.8% | -29.0% | +35.9% | +19.4% |
| 3M | +17.8% | +10.0% | +7.8% | +8.0% |
| 6M | +57.8% | +12.6% | +45.3% | +41.4% |
| YTD | -6.0% | +50.1% | -56.1% | -29.2% |
| 1Y | -13.5% | +64.3% | -77.8% | -38.1% |
| All | -13.5% | +60.3% | -73.8% | -38.1% |
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