-24.7%
WULF vs TWLO
-33.6%
+8.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +4.4% |
| 7D | +1.4% | -2.4% | +3.8% | +2.2% |
| 30D | -2.6% | -7.8% | +5.2% | 0.0% |
| 3M | -34.0% | +10.0% | -44.0% | -38.5% |
| 6M | +10.0% | +79.5% | -69.5% | -21.6% |
| YTD | +45.7% | +59.8% | -14.1% | +8.0% |
| 1Y | +57.3% | +121.7% | -64.3% | -1.8% |
| 3Y | +878.9% | +240.8% | +638.1% | +370.5% |
| All | -24.7% | -33.6% | +8.8% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling