+18.6%
EIX vs WSM
+163.9%
-145.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +8.5% | +5.1% | +3.5% | +7.8% |
| 3M | -13.5% | +5.1% | -18.6% | -14.0% |
| 6M | -12.4% | +48.6% | -60.9% | -16.5% |
| YTD | +5.9% | +44.2% | -38.3% | +0.9% |
| 1Y | +7.6% | +38.1% | -30.5% | +3.0% |
| 3Y | +12.8% | +257.2% | -244.5% | -4.5% |
| All | +18.6% | +163.9% | -145.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling