+1,148.0%
EIX vs WSM
+38,954.9%
-37,807.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +8.5% | +5.1% | +3.5% | +7.9% |
| 3M | -13.5% | +5.1% | -18.6% | -14.0% |
| 6M | -12.4% | +48.6% | -60.9% | -16.3% |
| YTD | +5.9% | +44.2% | -38.3% | +1.2% |
| 1Y | +7.6% | +38.1% | -30.5% | +3.3% |
| 3Y | +12.8% | +257.2% | -244.5% | -4.6% |
| 5Y | +19.2% | +165.1% | -145.9% | +2.1% |
| 10Y | +34.9% | +1,123.6% | -1,088.7% | -7.1% |
| All | +1,148.0% | +38,954.9% | -37,807.0% | +488.4% |
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 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