+1,131.2%
EIX vs WEC
+4,360.7%
-3,229.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +9.1% | +12.3% | -3.2% | +0.3% |
| 3M | -10.2% | +8.3% | -18.5% | -15.3% |
| 6M | -11.2% | +3.5% | -14.7% | -13.4% |
| YTD | +4.5% | +12.7% | -8.2% | -4.1% |
| 1Y | +10.9% | +8.2% | +2.7% | +4.8% |
| 3Y | +8.4% | +55.9% | -47.5% | -21.3% |
| 5Y | +18.0% | +51.2% | -33.3% | -12.6% |
| 10Y | +30.3% | +177.6% | -147.3% | -40.3% |
| All | +1,131.2% | +4,360.7% | -3,229.5% | +11.4% |
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 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