+17.9%
EIX vs WEC
+51.2%
-33.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -0.8% |
| 7D | +1.0% | -0.2% | +1.2% | +1.2% |
| 30D | +9.1% | +12.3% | -3.2% | -0.9% |
| 3M | -10.2% | +8.3% | -18.5% | -16.0% |
| 6M | -11.2% | +3.5% | -14.7% | -13.8% |
| YTD | +4.5% | +12.7% | -8.2% | -5.3% |
| 1Y | +10.9% | +8.2% | +2.7% | +3.8% |
| 3Y | +8.4% | +55.9% | -47.5% | -25.4% |
| All | +17.9% | +51.2% | -33.3% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling