+27.2%
EIX vs WAB
+231.1%
-203.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.6% |
| 6M | -15.3% | +16.5% | -31.8% | -19.2% |
| YTD | +2.7% | +33.7% | -31.0% | -5.7% |
| 1Y | +17.4% | +49.7% | -32.2% | +4.3% |
| 3Y | -1.3% | +170.9% | -172.3% | -28.3% |
| 5Y | +27.2% | +228.0% | -200.9% | -13.5% |
| All | +27.2% | +231.1% | -203.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling