+1,131.2%
EIX vs WST
+14,518.0%
-13,386.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -2.8% |
| 7D | +1.0% | -3.1% | +4.1% | +1.5% |
| 30D | +9.1% | +9.1% | 0.0% | +7.4% |
| 3M | -10.2% | +14.7% | -24.9% | -12.6% |
| 6M | -11.2% | +28.0% | -39.2% | -15.4% |
| YTD | +4.5% | +45.6% | -41.2% | -3.2% |
| 1Y | +10.9% | +45.7% | -34.8% | +2.7% |
| 3Y | +8.4% | +21.1% | -12.7% | -1.2% |
| 5Y | +18.0% | +0.3% | +17.6% | +9.1% |
| 10Y | +30.3% | +449.0% | -418.7% | -16.5% |
| All | +1,131.2% | +14,518.0% | -13,386.8% | +391.1% |
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 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