-26.2%
WDAY vs TWLO
+246.1%
-272.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -7.4% | +0.2% | -7.6% | -7.4% |
| 30D | +1.0% | -9.1% | +10.2% | +4.0% |
| 3M | +32.7% | +11.0% | +21.7% | +27.3% |
| 6M | +25.6% | +79.4% | -53.8% | +3.3% |
| YTD | -13.4% | +59.7% | -73.1% | -26.7% |
| 1Y | -19.4% | +112.3% | -131.7% | -36.9% |
| All | -26.2% | +246.1% | -272.3% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling