+17.9%
EIX vs WAT
+32.4%
-14.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | -10.2% | +14.5% | -24.7% | -12.2% |
| 6M | -11.2% | +30.9% | -42.2% | -15.2% |
| YTD | +4.5% | +20.5% | -16.0% | +0.7% |
| 1Y | +10.9% | +23.3% | -12.4% | +6.4% |
| 3Y | +8.4% | +81.5% | -73.1% | -6.9% |
| All | +17.9% | +32.4% | -14.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling