+1,058.2%
EIX vs WSM
+34,755.7%
-33,697.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -19.1% | -3.3% | -15.8% | -18.7% |
| 30D | -16.9% | -8.4% | -8.5% | -16.0% |
| 3M | -20.0% | +9.7% | -29.7% | -20.9% |
| 6M | -21.3% | +16.7% | -38.0% | -22.8% |
| YTD | -1.7% | +28.7% | -30.4% | -4.8% |
| 1Y | +9.6% | +13.7% | -4.1% | +7.5% |
| 3Y | -3.7% | +230.1% | -233.8% | -17.8% |
| 5Y | +22.6% | +179.0% | -156.3% | +4.3% |
| 10Y | +17.7% | +1,002.5% | -984.8% | -18.0% |
| All | +1,058.2% | +34,755.7% | -33,697.5% | +453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling