+285.0%
WMB vs TWLO
-35.1%
+320.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +4.6% | -9.1% | +13.7% | +5.0% |
| 3M | +5.7% | +11.0% | -5.2% | +4.9% |
| 6M | +4.2% | +79.4% | -75.2% | -0.1% |
| YTD | +26.8% | +59.7% | -32.9% | +22.4% |
| 1Y | +34.7% | +112.3% | -77.6% | +27.0% |
| 3Y | +146.8% | +247.0% | -100.2% | +123.4% |
| 5Y | +285.0% | -35.6% | +320.6% | +255.3% |
| All | +285.0% | -35.1% | +320.1% | +255.3% |
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