+713.5%
EIX vs BWA
+2,496.1%
-1,782.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.0% |
| 7D | +1.0% | -5.5% | +6.4% | +2.0% |
| 30D | +9.1% | -21.7% | +30.8% | +14.2% |
| 3M | -10.2% | -25.6% | +15.4% | -5.5% |
| 6M | -11.2% | -17.4% | +6.2% | -8.9% |
| YTD | +4.5% | +9.2% | -4.7% | +0.6% |
| 1Y | +10.9% | +9.7% | +1.1% | +6.6% |
| 3Y | +8.4% | +54.6% | -46.2% | -3.8% |
| 5Y | +18.0% | +26.8% | -8.8% | +6.6% |
| 10Y | +30.3% | +89.0% | -58.7% | +3.3% |
| All | +713.5% | +2,496.1% | -1,782.7% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling