+1,148.0%
EIX vs GWW
+16,336.7%
-15,188.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.4% | +3.6% | -2.2% | +0.5% |
| 30D | +8.5% | +12.1% | -3.6% | +5.4% |
| 3M | -13.5% | +12.9% | -26.4% | -16.2% |
| 6M | -12.4% | +19.3% | -31.7% | -16.5% |
| YTD | +5.9% | +48.7% | -42.8% | -4.9% |
| 1Y | +7.6% | +60.5% | -52.9% | -5.4% |
| 3Y | +12.8% | +93.3% | -80.5% | -6.5% |
| 5Y | +19.2% | +219.0% | -199.7% | -13.9% |
| 10Y | +34.9% | +659.0% | -624.1% | -24.1% |
| All | +1,148.0% | +16,336.7% | -15,188.8% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling