+368.8%
WELL vs TWLO
+841.6%
-472.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +0.5% | -6.4% | +6.9% | +0.8% |
| 3M | +19.1% | +6.3% | +12.8% | +18.2% |
| 6M | +17.0% | +76.4% | -59.5% | +11.7% |
| YTD | +29.2% | +58.8% | -29.6% | +24.0% |
| 1Y | +42.1% | +107.1% | -64.9% | +33.5% |
| 3Y | +204.5% | +245.0% | -40.4% | +171.6% |
| 5Y | +211.0% | -36.0% | +246.9% | +201.5% |
| 10Y | +337.6% | +293.2% | +44.4% | +255.6% |
| All | +368.8% | +841.6% | -472.8% | +269.7% |
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