+218.8%
EIX vs WPM
+5,208.0%
-4,989.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -2.5% | +3.1% | -5.6% | -2.9% |
| 30D | +7.7% | -1.8% | +9.5% | +7.7% |
| 3M | -12.9% | +1.0% | -13.9% | -13.3% |
| 6M | -12.7% | -5.4% | -7.2% | -12.8% |
| YTD | +5.5% | +15.9% | -10.4% | +2.1% |
| 1Y | +9.4% | +30.8% | -21.5% | +4.3% |
| 3Y | +9.7% | +222.6% | -212.9% | -6.9% |
| 5Y | +16.9% | +227.4% | -210.5% | -1.8% |
| 10Y | +34.3% | +757.8% | -723.5% | -1.3% |
| All | +218.8% | +5,208.0% | -4,989.2% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling