+22.9%
EIX vs NWSA
+144.0%
-121.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +4.1% | -3.1% | +7.1% | +4.9% |
| 30D | -15.3% | +4.3% | -19.6% | -16.2% |
| 3M | -18.4% | +9.2% | -27.7% | -20.6% |
| 6M | -16.8% | +21.6% | -38.4% | -21.5% |
| YTD | -0.6% | +14.2% | -14.8% | -4.9% |
| 1Y | +10.7% | +1.8% | +8.9% | +9.1% |
| 3Y | -4.5% | +44.4% | -48.9% | -15.5% |
| 5Y | +24.0% | +41.0% | -16.9% | +7.3% |
| 10Y | +22.9% | +150.0% | -127.1% | -17.3% |
| All | +22.9% | +144.0% | -121.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling