+90.7%
WFC vs TWLO
-30.7%
+121.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.5% | +4.5% | -2.0% | +2.0% |
| 30D | +7.0% | -22.1% | +29.1% | +9.3% |
| 3M | -1.8% | -15.3% | +13.6% | -0.8% |
| 6M | +18.4% | +9.7% | +8.7% | +15.5% |
| YTD | -5.6% | +48.5% | -54.1% | -12.0% |
| 1Y | +3.9% | +70.3% | -66.5% | -4.8% |
| 3Y | +126.3% | +261.4% | -135.1% | +83.9% |
| All | +90.7% | -30.7% | +121.3% | +78.8% |
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