+922.3%
EIX vs WAT
+12,580.5%
-11,658.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +1.0% | +3.4% | -2.4% | +0.6% |
| 30D | +8.9% | +9.6% | -0.8% | +7.6% |
| 3M | -9.8% | +15.5% | -25.3% | -11.5% |
| 6M | -10.2% | +33.9% | -44.1% | -13.6% |
| YTD | +5.9% | +25.2% | -19.2% | +2.3% |
| 1Y | +10.9% | +26.3% | -15.4% | +6.9% |
| 3Y | +10.2% | +85.8% | -75.6% | +0.1% |
| 5Y | +17.0% | +35.3% | -18.2% | +9.5% |
| 10Y | +35.1% | +231.8% | -196.7% | +13.8% |
| All | +922.3% | +12,580.5% | -11,658.2% | +506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling