+861.5%
EIX vs WAB
+4,092.2%
-3,230.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -19.1% | -3.2% | -15.9% | -18.5% |
| 30D | -16.9% | -4.4% | -12.5% | -16.1% |
| 3M | -20.0% | +7.9% | -27.9% | -21.2% |
| 6M | -21.3% | +8.7% | -30.0% | -22.7% |
| YTD | -1.7% | +33.0% | -34.7% | -7.1% |
| 1Y | +9.6% | +46.7% | -37.1% | +1.5% |
| 3Y | -3.7% | +153.0% | -156.7% | -20.1% |
| 5Y | +22.6% | +222.3% | -199.7% | -3.5% |
| 10Y | +17.7% | +291.0% | -273.3% | -14.3% |
| All | +861.5% | +4,092.2% | -3,230.7% | +380.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling