+35.9%
EIX vs WAT
+222.4%
-186.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +8.5% | +5.4% | +3.1% | +7.2% |
| 3M | -13.5% | +11.3% | -24.8% | -15.7% |
| 6M | -12.4% | +37.4% | -49.8% | -18.8% |
| YTD | +5.9% | +21.2% | -15.3% | +0.1% |
| 1Y | +7.6% | +21.3% | -13.7% | +1.6% |
| 3Y | +12.8% | +83.4% | -70.6% | -8.2% |
| 5Y | +19.2% | +29.0% | -9.8% | +5.1% |
| All | +35.9% | +222.4% | -186.6% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling