+35.9%
EIX vs WPM
+749.7%
-713.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -3.6% | +4.9% | +1.8% |
| 30D | +8.5% | +1.4% | +7.1% | +8.1% |
| 3M | -13.5% | -0.2% | -13.3% | -13.9% |
| 6M | -12.4% | -7.3% | -5.0% | -12.2% |
| YTD | +5.9% | +12.3% | -6.4% | +1.8% |
| 1Y | +7.6% | +24.9% | -17.3% | +1.5% |
| 3Y | +12.8% | +210.4% | -197.6% | -10.8% |
| 5Y | +19.2% | +210.4% | -191.1% | -7.1% |
| All | +35.9% | +749.7% | -713.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling