+9.6%
EIX vs WCN
-8.7%
+18.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -19.1% | -0.6% | -18.5% | -19.0% |
| 30D | -16.9% | +0.4% | -17.3% | -17.0% |
| 3M | -20.0% | +7.3% | -27.3% | -20.8% |
| 6M | -21.3% | -2.5% | -18.8% | -21.4% |
| YTD | -1.7% | -5.4% | +3.7% | -1.4% |
| 1Y | +9.6% | -8.5% | +18.0% | +13.3% |
| All | +9.6% | -8.7% | +18.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling