-11.2%
EIX vs WEC
+2.4%
-13.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -1.8% |
| 3M | -10.2% | +8.3% | -18.5% | -16.1% |
| 6M | -11.2% | +3.5% | -14.7% | -13.7% |
| All | -11.2% | +2.4% | -13.6% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling