+1,142.6%
EIX vs GWW
+16,306.2%
-15,163.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +7.7% | +14.0% | -6.3% | +4.1% |
| 3M | -12.9% | +14.4% | -27.2% | -15.9% |
| 6M | -12.7% | +21.7% | -34.4% | -17.2% |
| YTD | +5.5% | +48.4% | -43.0% | -5.3% |
| 1Y | +9.4% | +58.4% | -49.0% | -3.5% |
| 3Y | +9.7% | +92.3% | -82.6% | -8.9% |
| 5Y | +16.9% | +221.8% | -204.9% | -15.8% |
| 10Y | +34.3% | +657.6% | -623.3% | -24.4% |
| All | +1,142.6% | +16,306.2% | -15,163.6% | +247.7% |
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 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