+22.9%
EIX vs WU
-40.9%
+63.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +4.1% | -4.9% | +9.0% | +5.6% |
| 30D | -15.3% | -1.3% | -14.0% | -15.1% |
| 3M | -18.4% | -3.6% | -14.9% | -18.3% |
| 6M | -16.8% | -24.3% | +7.5% | -10.7% |
| YTD | -0.6% | -21.1% | +20.5% | +5.0% |
| 1Y | +10.7% | -10.3% | +21.0% | +11.3% |
| 3Y | -4.5% | -28.4% | +23.9% | +1.6% |
| 5Y | +24.0% | -51.2% | +75.2% | +48.2% |
| 10Y | +22.9% | -39.6% | +62.6% | +33.8% |
| All | +22.9% | -40.9% | +63.8% | +33.8% |
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