+9.6%
EIX vs WST
+37.6%
-28.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -19.1% | +0.7% | -19.8% | -19.2% |
| 30D | -16.9% | -3.1% | -13.8% | -16.7% |
| 3M | -20.0% | +7.2% | -27.2% | -20.4% |
| 6M | -21.3% | +36.8% | -58.1% | -23.6% |
| YTD | -1.7% | +23.8% | -25.6% | -3.8% |
| 1Y | +9.6% | +37.8% | -28.2% | +5.1% |
| All | +9.6% | +37.6% | -28.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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