+145.0%
WFC vs TWLO
+312.8%
-167.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | +1.5% | -7.8% | +9.3% | +2.2% |
| 3M | +10.2% | +10.0% | +0.2% | +8.8% |
| 6M | +18.8% | +79.5% | -60.7% | +11.5% |
| YTD | -1.5% | +59.8% | -61.4% | -6.8% |
| 1Y | +13.5% | +121.7% | -108.1% | +4.0% |
| 3Y | +135.0% | +240.8% | -105.8% | +103.6% |
| 5Y | +130.1% | -33.6% | +163.7% | +116.6% |
| All | +145.0% | +312.8% | -167.8% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling