+22.7%
EIX vs BBWI
-66.0%
+88.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.6% |
| 7D | -19.1% | +1.5% | -20.6% | -19.2% |
| 30D | -16.9% | -5.2% | -11.7% | -16.6% |
| 3M | -20.0% | +11.1% | -31.1% | -21.1% |
| 6M | -21.3% | -13.4% | -7.9% | -20.8% |
| YTD | -1.7% | +0.1% | -1.8% | -2.7% |
| 1Y | +9.6% | -36.1% | +45.7% | +13.2% |
| 3Y | -3.7% | -44.1% | +40.4% | -1.3% |
| All | +22.7% | -66.0% | +88.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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