+35.9%
EIX vs WU
-38.9%
+74.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.1% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | +8.5% | +11.4% | -2.9% | +5.0% |
| 3M | -13.5% | -6.8% | -6.6% | -12.0% |
| 6M | -12.4% | -14.6% | +2.3% | -9.3% |
| YTD | +5.9% | -20.6% | +26.5% | +11.3% |
| 1Y | +7.6% | -15.4% | +23.0% | +10.5% |
| 3Y | +12.8% | -23.6% | +36.4% | +17.6% |
| 5Y | +19.2% | -43.4% | +62.6% | +34.4% |
| All | +35.9% | -38.9% | +74.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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