+119.9%
EIX vs NWSA
+102.5%
+17.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | -0.3% |
| 7D | +1.4% | +2.2% | -0.8% | +0.8% |
| 30D | +8.5% | -8.8% | +17.3% | +10.6% |
| 3M | -13.5% | -6.5% | -7.0% | -12.4% |
| 6M | -12.4% | +1.5% | -13.9% | -13.2% |
| YTD | +5.9% | +4.0% | +1.9% | +3.8% |
| 1Y | +7.6% | +3.4% | +4.2% | +5.6% |
| 3Y | +12.8% | +34.8% | -22.1% | +3.0% |
| 5Y | +19.2% | +18.4% | +0.9% | +9.8% |
| 10Y | +34.9% | +149.2% | -114.3% | -1.7% |
| All | +119.9% | +102.5% | +17.4% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling