+143.7%
WDAY vs TWLO
+871.2%
-727.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.4% |
| 7D | -4.4% | -2.0% | -2.3% | -3.7% |
| 30D | +14.7% | +20.6% | -5.8% | +7.1% |
| 3M | +32.4% | -1.5% | +33.9% | +31.6% |
| 6M | +36.9% | +89.4% | -52.6% | +9.2% |
| YTD | -8.8% | +63.8% | -72.6% | -23.9% |
| 1Y | -15.3% | +119.7% | -135.0% | -36.2% |
| 3Y | -21.2% | +256.1% | -277.3% | -52.1% |
| 5Y | -29.5% | -36.6% | +7.1% | -33.7% |
| 10Y | +120.0% | +304.3% | -184.3% | +12.8% |
| All | +143.7% | +871.2% | -727.4% | +10.7% |
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