+149.0%
WMB vs TWLO
+238.8%
-89.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.4% |
| 7D | +0.8% | -1.2% | +2.0% | +0.8% |
| 30D | +7.7% | -6.4% | +14.1% | +7.9% |
| 3M | +6.7% | +6.3% | +0.4% | +6.4% |
| 6M | +3.6% | +76.4% | -72.8% | -0.2% |
| YTD | +28.0% | +58.8% | -30.8% | +24.2% |
| 1Y | +37.6% | +107.1% | -69.5% | +30.0% |
| 3Y | +149.0% | +245.0% | -95.9% | +125.9% |
| All | +149.0% | +238.8% | -89.7% | +125.9% |
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