+1,058.2%
EIX vs WST
+12,330.1%
-11,271.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -19.1% | +0.7% | -19.8% | -19.3% |
| 30D | -16.9% | -3.1% | -13.8% | -16.5% |
| 3M | -20.0% | +7.2% | -27.2% | -21.2% |
| 6M | -21.3% | +36.8% | -58.1% | -26.0% |
| YTD | -1.7% | +23.8% | -25.6% | -6.2% |
| 1Y | +9.6% | +37.8% | -28.2% | +2.3% |
| 3Y | -3.7% | -15.9% | +12.2% | -5.9% |
| 5Y | +22.6% | -25.8% | +48.4% | +20.0% |
| 10Y | +17.7% | +319.6% | -301.9% | -20.8% |
| All | +1,058.2% | +12,330.1% | -11,271.9% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling