+22.9%
EIX vs BWA
+142.7%
-119.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -15.3% | -5.6% | -9.8% | -14.5% |
| 3M | -18.4% | -10.7% | -7.7% | -16.9% |
| 6M | -16.8% | +23.2% | -40.0% | -21.3% |
| YTD | -0.6% | +46.0% | -46.5% | -10.0% |
| 1Y | +10.7% | +51.2% | -40.5% | -0.8% |
| 3Y | -4.5% | +69.6% | -74.0% | -18.0% |
| 5Y | +24.0% | +86.6% | -62.5% | +1.7% |
| 10Y | +22.9% | +152.3% | -129.4% | -12.7% |
| All | +22.9% | +142.7% | -119.8% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling