+27.2%
EIX vs BWA
+88.6%
-61.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.8% |
| 7D | +0.9% | +4.3% | -3.4% | +0.1% |
| 30D | -13.5% | -2.9% | -10.6% | -13.3% |
| 3M | -15.3% | -12.4% | -2.8% | -13.4% |
| 6M | -15.3% | +28.6% | -43.9% | -20.4% |
| YTD | +2.7% | +48.2% | -45.5% | -7.2% |
| 1Y | +17.4% | +50.9% | -33.5% | +5.5% |
| 3Y | -1.3% | +72.2% | -73.5% | -16.0% |
| 5Y | +27.2% | +91.1% | -63.9% | +0.4% |
| All | +27.2% | +88.6% | -61.4% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling