+111.5%
WDAY vs TWLO
+319.6%
-208.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.1% |
| 7D | -10.5% | -3.9% | -6.7% | -9.3% |
| 30D | +2.1% | -9.7% | +11.8% | +5.5% |
| 3M | +34.6% | +11.6% | +23.0% | +28.5% |
| 6M | +29.9% | +84.7% | -54.8% | +3.6% |
| YTD | -13.8% | +62.5% | -76.3% | -28.4% |
| 1Y | -18.3% | +121.7% | -140.0% | -39.3% |
| 3Y | -26.2% | +253.0% | -279.1% | -55.9% |
| 5Y | -30.8% | -32.5% | +1.7% | -36.0% |
| All | +111.5% | +319.6% | -208.1% | -0.3% |
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 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