+197.3%
EIX vs WU
-20.5%
+217.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | +9.1% | -8.3% | -1.8% |
| 30D | +8.8% | +12.1% | -3.3% | +5.1% |
| 3M | -10.9% | +0.3% | -11.3% | -11.4% |
| 6M | -10.3% | -19.1% | +8.9% | -5.9% |
| YTD | +5.8% | -19.2% | +25.1% | +10.4% |
| 1Y | +11.4% | -15.3% | +26.6% | +14.4% |
| 3Y | +11.1% | -21.3% | +32.4% | +14.8% |
| 5Y | +18.5% | -41.7% | +60.1% | +30.8% |
| 10Y | +32.2% | -36.0% | +68.2% | +38.8% |
| All | +197.3% | -20.5% | +217.8% | +147.4% |
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