+18.7%
EIX vs WETO
-99.4%
+118.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.3% |
| 7D | -1.4% | -4.3% | +3.0% | -1.4% |
| 30D | -19.3% | -39.9% | +20.6% | -16.9% |
| 3M | -21.7% | -97.9% | +76.2% | -18.5% |
| 6M | -19.8% | -95.0% | +75.2% | -16.2% |
| YTD | -3.0% | -97.2% | +94.1% | +1.9% |
| 1Y | +5.1% | -98.9% | +104.0% | +11.6% |
| All | +18.7% | -99.4% | +118.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling