+35.4%
EIX vs BWA
+94.6%
-59.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.5% | +7.3% | -8.7% | -2.8% |
| 30D | +8.1% | -15.8% | +23.9% | +11.6% |
| 3M | -12.1% | -25.7% | +13.6% | -7.3% |
| 6M | -13.4% | -19.6% | +6.2% | -10.7% |
| YTD | +5.6% | +14.1% | -8.5% | -0.1% |
| 1Y | +7.8% | +12.2% | -4.3% | +2.3% |
| 3Y | +9.8% | +63.8% | -54.0% | -5.5% |
| 5Y | +18.8% | +28.7% | -9.9% | +4.9% |
| All | +35.4% | +94.6% | -59.2% | +5.1% |
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