+665.3%
EIX vs BWA
+3,492.4%
-2,827.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.3% |
| 7D | -19.1% | +5.7% | -24.8% | -20.0% |
| 30D | -16.9% | +1.4% | -18.3% | -17.3% |
| 3M | -20.0% | -12.1% | -7.9% | -18.4% |
| 6M | -21.3% | +28.6% | -49.9% | -25.8% |
| YTD | -1.7% | +51.1% | -52.8% | -10.9% |
| 1Y | +9.6% | +55.9% | -46.3% | -1.4% |
| 3Y | -3.7% | +70.1% | -73.8% | -16.0% |
| 5Y | +22.6% | +90.7% | -68.1% | +2.5% |
| 10Y | +17.7% | +154.0% | -136.3% | -11.7% |
| All | +665.3% | +3,492.4% | -2,827.1% | +235.7% |
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 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