+34.3%
EIX vs WCN
+309.3%
-275.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +7.7% | +25.3% | -17.6% | -3.5% |
| 3M | -12.9% | +15.4% | -28.3% | -18.9% |
| 6M | -12.7% | +27.8% | -40.5% | -23.0% |
| YTD | +5.5% | +10.6% | -5.1% | -0.9% |
| 1Y | +9.4% | +15.8% | -6.4% | +0.2% |
| 3Y | +9.7% | +50.3% | -40.6% | -14.7% |
| 5Y | +16.9% | +46.9% | -30.0% | -9.3% |
| 10Y | +34.3% | +318.8% | -284.5% | -30.6% |
| All | +34.3% | +309.3% | -275.0% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling