+149.3%
WFC vs TWLO
+871.2%
-721.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.1% |
| 7D | +3.8% | -2.0% | +5.8% | +3.9% |
| 30D | +1.5% | +20.6% | -19.1% | -0.5% |
| 3M | +10.9% | -1.5% | +12.4% | +10.5% |
| 6M | +8.4% | +89.4% | -81.0% | +1.4% |
| YTD | -1.9% | +63.8% | -65.7% | -7.3% |
| 1Y | +12.3% | +119.7% | -107.4% | +3.1% |
| 3Y | +132.3% | +256.1% | -123.8% | +101.1% |
| 5Y | +130.1% | -36.6% | +166.6% | +117.6% |
| 10Y | +134.4% | +304.3% | -169.9% | +76.3% |
| All | +149.3% | +871.2% | -721.9% | +75.6% |
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