+22.9%
EIX vs WCN
+235.4%
-212.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +4.1% | -1.7% | +5.8% | +4.9% |
| 30D | -15.3% | -3.0% | -12.3% | -14.1% |
| 3M | -18.4% | +2.5% | -21.0% | -19.7% |
| 6M | -16.8% | -5.7% | -11.1% | -15.0% |
| YTD | -0.6% | -7.4% | +6.9% | +2.1% |
| 1Y | +10.7% | -8.6% | +19.3% | +14.1% |
| 3Y | -4.5% | +19.4% | -23.9% | -16.7% |
| 5Y | +24.0% | +27.2% | -3.2% | +2.9% |
| 10Y | +22.9% | +238.5% | -215.6% | -32.8% |
| All | +22.9% | +235.4% | -212.5% | -32.8% |
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