+197.6%
EIX vs WU
-19.5%
+217.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +1.0% | +11.0% | -10.1% | -2.1% |
| 30D | +8.9% | +13.4% | -4.5% | +4.9% |
| 3M | -9.8% | +2.2% | -12.0% | -10.7% |
| 6M | -10.2% | -18.2% | +8.0% | -6.1% |
| YTD | +5.9% | -18.3% | +24.2% | +10.2% |
| 1Y | +10.9% | -12.2% | +23.1% | +12.7% |
| 3Y | +10.2% | -20.8% | +31.0% | +13.7% |
| 5Y | +17.0% | -42.6% | +59.6% | +29.9% |
| 10Y | +35.1% | -35.5% | +70.5% | +41.5% |
| All | +197.6% | -19.5% | +217.1% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling