+22.9%
EIX vs WAT
+156.2%
-133.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | -15.3% | -1.7% | -13.6% | -15.1% |
| 3M | -18.4% | +9.1% | -27.5% | -20.2% |
| 6M | -16.8% | +32.4% | -49.3% | -22.7% |
| YTD | -0.6% | +6.6% | -7.1% | -3.2% |
| 1Y | +10.7% | +34.7% | -24.0% | +1.5% |
| 3Y | -4.5% | +53.6% | -58.1% | -18.7% |
| 5Y | +24.0% | -4.1% | +28.1% | +18.6% |
| 10Y | +22.9% | +167.9% | -144.9% | -12.9% |
| All | +22.9% | +156.2% | -133.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WAT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling