-1.3%
EIX vs WSM
+239.4%
-240.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.5% |
| 7D | +0.9% | +2.6% | -1.7% | +0.6% |
| 30D | -13.5% | -9.5% | -4.0% | -12.3% |
| 3M | -15.3% | +12.9% | -28.1% | -16.5% |
| 6M | -15.3% | +23.0% | -38.4% | -17.7% |
| YTD | +2.7% | +28.9% | -26.2% | -1.0% |
| 1Y | +17.4% | +13.7% | +3.8% | +14.9% |
| 3Y | -1.3% | +232.6% | -234.0% | -18.5% |
| All | -1.3% | +239.4% | -240.7% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling