+82.7%
WULF vs TWLO
+312.8%
-230.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +4.1% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | -2.6% | -7.8% | +5.2% | -1.1% |
| 3M | -34.0% | +10.0% | -44.0% | -36.4% |
| 6M | +10.0% | +79.5% | -69.5% | -7.7% |
| YTD | +45.7% | +59.8% | -14.1% | +24.9% |
| 1Y | +57.3% | +121.7% | -64.3% | +23.9% |
| 3Y | +878.9% | +240.8% | +638.1% | +594.2% |
| 5Y | -28.3% | -33.6% | +5.3% | -43.7% |
| All | +82.7% | +312.8% | -230.1% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling