+27.0%
EIX vs WEC
+143.2%
-116.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.5% | +3.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.4% |
| 30D | -13.5% | +0.3% | -13.9% | -13.7% |
| 3M | -15.3% | -2.9% | -12.3% | -13.4% |
| 6M | -15.3% | -5.9% | -9.4% | -11.6% |
| YTD | +2.7% | +4.1% | -1.4% | 0.0% |
| 1Y | +17.4% | +3.1% | +14.3% | +15.0% |
| 3Y | -1.3% | +40.8% | -42.1% | -22.5% |
| 5Y | +27.2% | +31.7% | -4.5% | +4.7% |
| All | +27.0% | +143.2% | -116.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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