+18.5%
EIX vs WCC
+141.7%
-123.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.1% | -6.8% | +0.4% |
| 7D | +0.7% | -5.7% | +6.4% | +1.2% |
| 30D | +8.8% | -13.5% | +22.2% | +10.3% |
| 3M | -10.9% | -12.9% | +2.0% | -10.0% |
| 6M | -10.3% | -10.7% | +0.4% | -10.0% |
| YTD | +5.8% | +30.0% | -24.2% | +0.1% |
| 1Y | +11.4% | +24.7% | -13.3% | +5.9% |
| 3Y | +11.1% | +136.6% | -125.5% | -7.4% |
| 5Y | +18.5% | +143.9% | -125.4% | -5.8% |
| All | +18.5% | +141.7% | -123.2% | -5.8% |
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