+417.4%
WDC vs TWLO
+123.2%
+294.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.1% | +9.0% | +6.0% |
| 7D | +1.7% | -2.0% | +3.8% | +1.8% |
| 30D | -10.0% | +20.6% | -30.5% | -11.1% |
| 3M | -18.8% | -1.5% | -17.2% | -17.9% |
| 6M | +79.0% | +89.4% | -10.4% | +62.3% |
| YTD | +171.6% | +63.8% | +107.8% | +157.6% |
| 1Y | +417.4% | +119.7% | +297.7% | +355.8% |
| All | +417.4% | +123.2% | +294.2% | +355.8% |
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