+119.2%
EIX vs NWSA
+97.3%
+21.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +8.1% | -11.3% | +19.5% | +10.9% |
| 3M | -12.1% | -8.1% | -4.1% | -10.7% |
| 6M | -13.4% | -0.7% | -12.7% | -13.9% |
| YTD | +5.6% | +1.3% | +4.2% | +4.1% |
| 1Y | +7.8% | -1.3% | +9.1% | +7.0% |
| 3Y | +9.8% | +28.4% | -18.6% | +1.4% |
| 5Y | +18.8% | +15.3% | +3.6% | +10.1% |
| 10Y | +34.4% | +142.7% | -108.3% | -1.3% |
| All | +119.2% | +97.3% | +21.9% | +65.4% |
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