+1,328.4%
WDC vs TWLO
+252.1%
+1,076.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.2% | -4.7% |
| 7D | +4.4% | -3.9% | +8.3% | +5.0% |
| 30D | +5.3% | -9.7% | +15.0% | +6.6% |
| 3M | -5.9% | +11.6% | -17.5% | -8.4% |
| 6M | +73.2% | +84.7% | -11.4% | +49.6% |
| YTD | +167.8% | +62.5% | +105.4% | +136.9% |
| 1Y | +386.0% | +121.7% | +264.3% | +297.2% |
| All | +1,328.4% | +252.1% | +1,076.4% | +962.1% |
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