+35.1%
EIX vs WCC
+460.5%
-425.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.0% | -9.9% | +10.9% | +2.5% |
| 30D | +8.9% | -13.4% | +22.3% | +11.0% |
| 3M | -9.8% | -13.5% | +3.7% | -8.3% |
| 6M | -10.2% | -10.6% | +0.4% | -9.8% |
| YTD | +5.9% | +30.1% | -24.1% | -1.6% |
| 1Y | +10.9% | +22.3% | -11.4% | +4.1% |
| 3Y | +10.2% | +130.3% | -120.1% | -12.5% |
| 5Y | +17.0% | +144.5% | -127.5% | -12.1% |
| 10Y | +35.1% | +431.8% | -396.8% | -28.9% |
| All | +35.1% | +460.5% | -425.4% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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