+385.6%
WELL vs TWLO
+784.6%
-398.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | +0.1% | +5.6% | -5.5% | -0.2% |
| 30D | +6.8% | -24.6% | +31.4% | +8.4% |
| 3M | +6.7% | -14.0% | +20.7% | +7.3% |
| 6M | +13.8% | +10.1% | +3.7% | +12.2% |
| YTD | +33.8% | +49.2% | -15.4% | +28.6% |
| 1Y | +29.6% | +65.2% | -35.6% | +23.6% |
| 3Y | +203.1% | +260.7% | -57.6% | +168.5% |
| 5Y | +223.8% | -30.2% | +254.1% | +211.6% |
| 10Y | +462.8% | +572.4% | -109.6% | +346.5% |
| All | +385.6% | +784.6% | -398.9% | +283.2% |
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