+1,148.4%
EIX vs BBWI
+1,159.1%
-10.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.0% | -4.2% | +5.2% | +1.6% |
| 30D | +8.9% | +24.9% | -16.0% | +5.3% |
| 3M | -9.8% | +13.2% | -23.0% | -11.9% |
| 6M | -10.2% | +12.1% | -22.3% | -12.7% |
| YTD | +5.9% | +11.1% | -5.1% | +2.4% |
| 1Y | +10.9% | +0.7% | +10.2% | +7.7% |
| 3Y | +10.2% | -23.8% | +34.0% | +8.3% |
| 5Y | +17.0% | -66.9% | +84.0% | +25.9% |
| 10Y | +35.1% | -45.3% | +80.4% | +18.7% |
| All | +1,148.4% | +1,159.1% | -10.7% | +491.3% |
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