+101.9%
WMT vs TWLO
+246.3%
-144.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.1% |
| 30D | -7.4% | -7.8% | +0.4% | -7.2% |
| 3M | -10.9% | +10.0% | -20.9% | -11.2% |
| 6M | -12.7% | +79.5% | -92.1% | -14.8% |
| YTD | -3.2% | +59.8% | -63.0% | -5.1% |
| 1Y | +5.3% | +121.7% | -116.4% | +0.7% |
| 3Y | +101.9% | +240.8% | -138.9% | +88.7% |
| All | +101.9% | +246.3% | -144.4% | +88.7% |
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