+7.6%
EIX vs WAB
+42.5%
-34.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | +1.4% | +5.1% | -3.7% | -0.1% |
| 30D | +8.5% | +4.0% | +4.5% | +7.2% |
| 3M | -13.5% | +0.1% | -13.6% | -13.5% |
| 6M | -12.4% | +12.8% | -25.1% | -15.7% |
| YTD | +5.9% | +40.1% | -34.2% | -5.1% |
| 1Y | +7.6% | +46.4% | -38.8% | -4.5% |
| All | +7.6% | +42.5% | -34.9% | -4.5% |
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