+14.3%
EIX vs WAB
+49.8%
-35.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.3% |
| 7D | +0.9% | +1.7% | -0.8% | +0.4% |
| 30D | -13.5% | -2.4% | -11.1% | -12.8% |
| 3M | -15.3% | +9.7% | -24.9% | -17.3% |
| 6M | -15.3% | +16.5% | -31.8% | -18.8% |
| YTD | +2.7% | +33.7% | -31.0% | -3.1% |
| All | +14.3% | +49.8% | -35.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling