+78.6%
WULF vs TWLO
+863.4%
-784.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.1% |
| 7D | -0.6% | -3.9% | +3.3% | +0.2% |
| 30D | -3.6% | -9.7% | +6.1% | -1.8% |
| 3M | -30.4% | +11.6% | -42.0% | -33.0% |
| 6M | +12.5% | +84.7% | -72.2% | -5.2% |
| YTD | +40.5% | +62.5% | -22.0% | +21.1% |
| 1Y | +53.0% | +121.7% | -68.7% | +22.2% |
| 3Y | +796.7% | +253.0% | +543.7% | +545.6% |
| 5Y | -30.9% | -32.5% | +1.6% | -45.3% |
| 10Y | +76.1% | +312.7% | -236.6% | +36.7% |
| All | +78.6% | +863.4% | -784.8% | +48.4% |
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