+1,058.2%
EIX vs WEC
+3,978.4%
-2,920.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | -19.1% | -0.3% | -18.8% | -18.9% |
| 30D | -16.9% | -1.3% | -15.6% | -16.1% |
| 3M | -20.0% | -3.9% | -16.1% | -17.6% |
| 6M | -21.3% | -8.3% | -13.0% | -16.3% |
| YTD | -1.7% | +3.1% | -4.8% | -3.7% |
| 1Y | +9.6% | +1.9% | +7.6% | +8.1% |
| 3Y | -3.7% | +41.9% | -45.6% | -25.2% |
| 5Y | +22.6% | +30.8% | -8.2% | +0.7% |
| 10Y | +17.7% | +141.9% | -124.2% | -40.5% |
| All | +1,058.2% | +3,978.4% | -2,920.2% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling