+878.9%
WULF vs TWLO
+246.3%
+632.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +4.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | -2.6% | -7.8% | +5.2% | -0.5% |
| 3M | -34.0% | +10.0% | -44.0% | -37.5% |
| 6M | +10.0% | +79.5% | -69.5% | -18.6% |
| YTD | +45.7% | +59.8% | -14.1% | +12.1% |
| 1Y | +57.3% | +121.7% | -64.3% | +1.0% |
| 3Y | +878.9% | +240.8% | +638.1% | +429.3% |
| All | +878.9% | +246.3% | +632.6% | +429.3% |
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 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