+5.1%
EIX vs GWW
+29.1%
-24.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -1.4% | -3.4% | +2.0% | -0.8% |
| 30D | -19.3% | -1.9% | -17.4% | -19.1% |
| 3M | -21.7% | -2.4% | -19.3% | -21.5% |
| 6M | -19.8% | +15.7% | -35.5% | -22.6% |
| YTD | -3.0% | +27.6% | -30.6% | -10.5% |
| 1Y | +5.1% | +27.2% | -22.1% | -4.7% |
| All | +5.1% | +29.1% | -24.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling