+24.0%
EIX vs WCN
+27.0%
-3.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +4.1% | -1.7% | +5.8% | +4.7% |
| 30D | -15.3% | -3.0% | -12.3% | -14.4% |
| 3M | -18.4% | +2.5% | -21.0% | -19.4% |
| 6M | -16.8% | -5.7% | -11.1% | -15.4% |
| YTD | -0.6% | -7.4% | +6.9% | +1.6% |
| 1Y | +10.7% | -8.6% | +19.3% | +13.5% |
| 3Y | -4.5% | +19.4% | -23.9% | -15.2% |
| 5Y | +24.0% | +27.2% | -3.2% | +5.3% |
| All | +24.0% | +27.0% | -3.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling