+18.5%
EIX vs WU
-42.0%
+60.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | +9.1% | -8.3% | -1.1% |
| 30D | +8.8% | +12.1% | -3.3% | +6.1% |
| 3M | -10.9% | +0.3% | -11.3% | -11.2% |
| 6M | -10.3% | -19.1% | +8.9% | -6.8% |
| YTD | +5.8% | -19.2% | +25.1% | +9.5% |
| 1Y | +11.4% | -15.3% | +26.6% | +13.8% |
| 3Y | +11.1% | -21.3% | +32.4% | +14.1% |
| 5Y | +18.5% | -41.7% | +60.1% | +29.9% |
| All | +18.5% | -42.0% | +60.4% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling