+1,147.1%
EIX vs BBWI
+1,165.5%
-18.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | +0.7% | -6.2% | +6.9% | +1.6% |
| 30D | +8.8% | +25.5% | -16.7% | +5.1% |
| 3M | -10.9% | +8.0% | -18.9% | -12.4% |
| 6M | -10.3% | +12.7% | -23.0% | -12.8% |
| YTD | +5.8% | +11.6% | -5.8% | +2.2% |
| 1Y | +11.4% | -0.9% | +12.3% | +8.4% |
| 3Y | +11.1% | -22.7% | +33.8% | +8.9% |
| 5Y | +18.5% | -67.2% | +85.7% | +27.6% |
| 10Y | +32.2% | -43.7% | +75.9% | +15.6% |
| All | +1,147.1% | +1,165.5% | -18.3% | +490.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling