+24.0%
EIX vs GWW
+221.1%
-197.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +4.1% | -0.5% | +4.5% | +4.2% |
| 30D | -15.3% | -1.4% | -13.9% | -15.0% |
| 3M | -18.4% | -3.6% | -14.8% | -17.8% |
| 6M | -16.8% | +15.1% | -32.0% | -20.6% |
| YTD | -0.6% | +27.5% | -28.0% | -8.4% |
| 1Y | +10.7% | +29.6% | -19.0% | +1.3% |
| 3Y | -4.5% | +90.1% | -94.5% | -25.2% |
| 5Y | +24.0% | +222.6% | -198.6% | -19.1% |
| All | +24.0% | +221.1% | -197.0% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling