+18.0%
EIX vs WTW
+198.0%
-180.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.4% | -5.7% | +4.4% | +0.8% |
| 30D | -19.3% | -7.3% | -12.1% | -17.0% |
| 3M | -21.7% | +21.5% | -43.1% | -27.5% |
| 6M | -19.8% | +9.6% | -29.5% | -23.5% |
| YTD | -3.0% | -3.3% | +0.2% | -3.4% |
| 1Y | +5.1% | -6.1% | +11.2% | +6.0% |
| 3Y | -7.0% | +61.8% | -68.8% | -26.6% |
| 5Y | +22.0% | +42.7% | -20.6% | -0.1% |
| All | +18.0% | +198.0% | -180.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling