+22.7%
EIX vs WST
-25.7%
+48.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.6% |
| 3M | -20.0% | +7.2% | -27.2% | -20.7% |
| 6M | -21.3% | +36.8% | -58.1% | -24.3% |
| YTD | -1.7% | +23.8% | -25.6% | -4.5% |
| 1Y | +9.6% | +37.8% | -28.2% | +4.9% |
| 3Y | -3.7% | -15.9% | +12.2% | -4.4% |
| All | +22.7% | -25.7% | +48.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling