+18.0%
EIX vs WSM
+1,071.8%
-1,053.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -1.4% | -0.5% | -0.8% | -1.3% |
| 30D | -19.3% | -7.7% | -11.6% | -18.4% |
| 3M | -21.7% | +3.8% | -25.4% | -22.1% |
| 6M | -19.8% | +22.7% | -42.5% | -22.1% |
| YTD | -3.0% | +28.0% | -31.1% | -6.6% |
| 1Y | +5.1% | +12.7% | -7.6% | +2.9% |
| 3Y | -7.0% | +231.3% | -238.2% | -23.0% |
| 5Y | +22.0% | +177.2% | -155.2% | +0.9% |
| All | +18.0% | +1,071.8% | -1,053.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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