+7.8%
EIX vs WSM
+12.3%
-4.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -18.8% | -10.7% | -8.1% | -17.3% |
| 3M | -19.7% | +8.5% | -28.2% | -20.2% |
| 6M | -18.2% | +19.6% | -37.9% | -20.1% |
| YTD | -1.7% | +26.6% | -28.3% | -6.3% |
| 1Y | +7.8% | +12.0% | -4.2% | +4.4% |
| All | +7.8% | +12.3% | -4.5% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling