+86.1%
WULF vs TWLO
+123.2%
-37.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.9% |
| 7D | +7.6% | -2.0% | +9.6% | +7.6% |
| 30D | -8.6% | +20.6% | -29.2% | -9.7% |
| 3M | -37.0% | -1.5% | -35.4% | -36.5% |
| 6M | +7.4% | +89.4% | -82.0% | -2.7% |
| YTD | +43.7% | +63.8% | -20.1% | +31.6% |
| 1Y | +86.1% | +119.7% | -33.6% | +64.9% |
| All | +86.1% | +123.2% | -37.1% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling