+201.1%
WELL vs TWLO
-33.6%
+234.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | +2.3% | -7.8% | +10.1% | +2.7% |
| 3M | +12.3% | +10.0% | +2.2% | +11.4% |
| 6M | +15.6% | +79.5% | -63.9% | +10.9% |
| YTD | +28.3% | +59.8% | -31.5% | +23.9% |
| 1Y | +41.9% | +121.7% | -79.8% | +33.4% |
| 3Y | +198.3% | +240.8% | -42.5% | +167.8% |
| All | +201.1% | -33.6% | +234.7% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling