+424.0%
WMT vs TWLO
+847.0%
-423.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -5.8% | -9.1% | +3.3% | -5.5% |
| 3M | -10.8% | +11.0% | -21.8% | -11.2% |
| 6M | -14.3% | +79.4% | -93.7% | -16.5% |
| YTD | -4.4% | +59.7% | -64.1% | -6.5% |
| 1Y | +4.3% | +112.3% | -108.0% | +0.6% |
| 3Y | +100.1% | +247.0% | -146.9% | +88.1% |
| 5Y | +130.8% | -35.6% | +166.4% | +125.7% |
| 10Y | +433.7% | +305.7% | +128.0% | +370.4% |
| All | +424.0% | +847.0% | -423.1% | +349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling