+281.4%
WMB vs TWLO
+566.1%
-284.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +7.8% | +4.5% | +3.3% | +7.4% |
| 30D | -5.1% | -22.1% | +17.0% | -3.3% |
| 3M | -4.7% | -15.3% | +10.6% | -3.9% |
| 6M | -7.4% | +9.7% | -17.1% | -9.3% |
| YTD | +17.5% | +48.5% | -31.0% | +11.0% |
| 1Y | +19.5% | +70.3% | -50.9% | +11.3% |
| 3Y | +121.3% | +261.4% | -140.1% | +87.0% |
| 5Y | +200.5% | -30.6% | +231.1% | +190.1% |
| All | +281.4% | +566.1% | -284.7% | +157.5% |
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