+200.8%
WMB vs TWLO
-30.7%
+231.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +7.8% | +4.5% | +3.3% | +7.6% |
| 30D | -5.1% | -22.1% | +17.0% | -4.1% |
| 3M | -4.7% | -15.3% | +10.6% | -4.2% |
| 6M | -7.4% | +9.7% | -17.1% | -8.6% |
| YTD | +17.5% | +48.5% | -31.0% | +13.3% |
| 1Y | +19.5% | +70.3% | -50.9% | +14.0% |
| 3Y | +121.3% | +261.4% | -140.1% | +98.1% |
| All | +200.8% | -30.7% | +231.5% | +187.0% |
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