+8.4%
EIX vs WAT
+74.7%
-66.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | +1.0% | -1.1% | +2.1% | +1.1% |
| 30D | +9.1% | +5.0% | +4.2% | +8.6% |
| 3M | -10.2% | +14.5% | -24.7% | -11.6% |
| 6M | -11.2% | +30.9% | -42.2% | -14.1% |
| YTD | +4.5% | +20.5% | -16.0% | +1.9% |
| 1Y | +10.9% | +23.3% | -12.4% | +7.7% |
| 3Y | +8.4% | +81.5% | -73.1% | -6.0% |
| All | +8.4% | +74.7% | -66.3% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling