+22.7%
EIX vs WCC
+216.1%
-193.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | +0.4% |
| 7D | -19.1% | +4.5% | -23.6% | -19.6% |
| 30D | -16.9% | -5.8% | -11.1% | -16.4% |
| 3M | -20.0% | -3.7% | -16.3% | -20.0% |
| 6M | -21.3% | +23.1% | -44.4% | -24.2% |
| YTD | -1.7% | +44.2% | -45.9% | -7.6% |
| 1Y | +9.6% | +62.1% | -52.5% | +0.9% |
| 3Y | -3.7% | +121.1% | -124.8% | -18.0% |
| All | +22.7% | +216.1% | -193.4% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling