+8.4%
EIX vs WAB
+157.8%
-149.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.6% |
| 30D | +9.1% | +0.4% | +8.7% | +8.9% |
| 3M | -10.2% | -3.8% | -6.4% | -9.4% |
| 6M | -11.2% | +5.1% | -16.3% | -12.6% |
| YTD | +4.5% | +33.3% | -28.8% | -3.1% |
| 1Y | +10.9% | +39.8% | -28.9% | +1.7% |
| 3Y | +8.4% | +161.1% | -152.6% | -24.6% |
| All | +8.4% | +157.8% | -149.4% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling