+1,080.6%
EIX vs WTW
+1,139.1%
-58.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.8% | +7.3% | +5.3% |
| 7D | +0.9% | -2.7% | +3.6% | +1.6% |
| 30D | -13.5% | -5.6% | -7.9% | -12.1% |
| 3M | -15.3% | +26.5% | -41.8% | -21.2% |
| 6M | -15.3% | +8.1% | -23.5% | -18.0% |
| YTD | +2.7% | -0.3% | +3.0% | +1.4% |
| 1Y | +17.4% | -0.9% | +18.3% | +16.1% |
| 3Y | -1.3% | +66.6% | -68.0% | -17.4% |
| 5Y | +27.2% | +54.0% | -26.8% | +8.1% |
| 10Y | +22.7% | +198.1% | -175.4% | -14.2% |
| All | +1,080.6% | +1,139.1% | -58.5% | +632.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling