+132.8%
WFC vs TWLO
+252.1%
-119.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.4% |
| 7D | +0.3% | -3.9% | +4.2% | +0.6% |
| 30D | +2.3% | -9.7% | +12.0% | +3.0% |
| 3M | +9.8% | +11.6% | -1.9% | +8.4% |
| 6M | +15.6% | +84.7% | -69.1% | +7.5% |
| YTD | -2.4% | +62.5% | -64.9% | -8.2% |
| 1Y | +13.8% | +121.7% | -107.9% | +2.8% |
| All | +132.8% | +252.1% | -119.3% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling