+848.5%
EIX vs WAT
+10,816.8%
-9,968.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -19.1% | -1.3% | -17.8% | -19.0% |
| 30D | -16.9% | +2.3% | -19.3% | -17.2% |
| 3M | -20.0% | +8.7% | -28.7% | -20.9% |
| 6M | -21.3% | +28.3% | -49.6% | -24.0% |
| YTD | -1.7% | +7.8% | -9.5% | -3.3% |
| 1Y | +9.6% | +36.6% | -27.0% | +4.6% |
| 3Y | -3.7% | +45.7% | -49.4% | -9.9% |
| 5Y | +22.6% | -3.3% | +25.9% | +19.4% |
| 10Y | +17.7% | +162.1% | -144.4% | +1.7% |
| All | +848.5% | +10,816.8% | -9,968.3% | +473.4% |
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