+16.6%
EIX vs BWA
+17.4%
-0.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +3.2% |
| 7D | +4.5% | -9.9% | +14.4% | +4.9% |
| 30D | +15.2% | -16.4% | +31.6% | +16.0% |
| 3M | -11.6% | -19.8% | +8.2% | -11.1% |
| 6M | -8.4% | -10.0% | +1.6% | -9.8% |
| YTD | +8.2% | +12.7% | -4.6% | -0.2% |
| 1Y | +16.6% | +15.7% | +0.9% | +6.5% |
| All | +16.6% | +17.4% | -0.8% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling