+936.4%
EIX vs WAB
+4,398.0%
-3,461.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | +1.0% | +4.0% | -3.0% | +0.2% |
| 30D | +8.9% | +6.3% | +2.5% | +7.5% |
| 3M | -9.8% | +3.3% | -13.1% | -10.4% |
| 6M | -10.2% | +14.5% | -24.7% | -12.7% |
| YTD | +5.9% | +42.7% | -36.7% | -1.3% |
| 1Y | +10.9% | +45.2% | -34.3% | +2.9% |
| 3Y | +10.2% | +173.8% | -163.6% | -10.0% |
| 5Y | +17.0% | +223.8% | -206.7% | -8.1% |
| 10Y | +35.1% | +280.5% | -245.4% | -1.4% |
| All | +936.4% | +4,398.0% | -3,461.6% | +410.2% |
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