+436.1%
EIX vs WCN
+8,080.5%
-7,644.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +8.5% | +23.9% | -15.4% | +3.6% |
| 3M | -13.5% | +17.4% | -30.9% | -16.5% |
| 6M | -12.4% | +28.0% | -40.4% | -17.1% |
| YTD | +5.9% | +11.6% | -5.6% | +2.9% |
| 1Y | +7.6% | +16.9% | -9.3% | +3.4% |
| 3Y | +12.8% | +51.6% | -38.8% | +2.3% |
| 5Y | +19.2% | +48.0% | -28.8% | +8.5% |
| 10Y | +34.9% | +322.6% | -287.7% | +1.7% |
| All | +436.1% | +8,080.5% | -7,644.4% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling