+1,332.2%
WDC vs TWLO
+841.6%
+490.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.2% | +2.7% |
| 7D | +6.0% | -1.2% | +7.2% | +6.1% |
| 30D | +9.9% | -6.4% | +16.3% | +10.9% |
| 3M | -9.4% | +6.3% | -15.7% | -11.7% |
| 6M | +94.7% | +76.4% | +18.3% | +68.9% |
| YTD | +177.4% | +58.8% | +118.5% | +144.1% |
| 1Y | +412.6% | +107.1% | +305.5% | +325.9% |
| 3Y | +1,359.8% | +245.0% | +1,114.8% | +958.6% |
| 5Y | +992.6% | -36.0% | +1,028.5% | +906.1% |
| 10Y | +1,245.5% | +293.2% | +952.3% | +713.1% |
| All | +1,332.2% | +841.6% | +490.6% | +652.7% |
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