+35.1%
EIX vs BWA
+95.2%
-60.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +1.0% | -2.4% | +3.4% | +1.4% |
| 30D | +8.9% | -17.7% | +26.6% | +12.9% |
| 3M | -9.8% | -27.0% | +17.2% | -4.5% |
| 6M | -10.2% | -17.3% | +7.1% | -8.0% |
| YTD | +5.9% | +12.9% | -6.9% | +0.5% |
| 1Y | +10.9% | +12.9% | -2.0% | +5.1% |
| 3Y | +10.2% | +62.1% | -51.9% | -5.0% |
| 5Y | +17.0% | +30.7% | -13.7% | +2.9% |
| 10Y | +35.1% | +89.2% | -54.1% | +3.9% |
| All | +35.1% | +95.2% | -60.1% | +3.9% |
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