+42.3%
WELL vs TWLO
+115.0%
-72.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | 0.0% |
| 7D | -2.2% | -3.9% | +1.6% | -2.4% |
| 30D | +4.7% | -9.7% | +14.4% | +4.1% |
| 3M | +11.9% | +11.6% | +0.3% | +12.7% |
| 6M | +14.3% | +84.7% | -70.4% | +18.6% |
| YTD | +28.4% | +62.5% | -34.1% | +33.2% |
| 1Y | +42.3% | +121.7% | -79.4% | +49.8% |
| All | +42.3% | +115.0% | -72.7% | +49.8% |
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