+1,188.5%
WDC vs TWLO
+312.8%
+875.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.7% |
| 7D | -4.3% | -2.4% | -1.9% | -3.9% |
| 30D | -1.5% | -7.8% | +6.3% | -0.2% |
| 3M | -15.5% | +10.0% | -25.5% | -18.3% |
| 6M | +66.5% | +79.5% | -13.0% | +43.4% |
| YTD | +159.9% | +59.8% | +100.0% | +127.8% |
| 1Y | +366.0% | +121.7% | +244.3% | +280.4% |
| 3Y | +1,285.8% | +240.8% | +1,045.0% | +900.6% |
| 5Y | +925.6% | -33.6% | +959.2% | +836.9% |
| All | +1,188.5% | +312.8% | +875.8% | +680.6% |
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