+176.1%
EIX vs WU
-19.6%
+195.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -19.1% | -0.8% | -18.3% | -18.9% |
| 30D | -16.9% | -1.1% | -15.8% | -16.7% |
| 3M | -20.0% | -3.9% | -16.1% | -19.8% |
| 6M | -21.3% | -20.7% | -0.7% | -16.9% |
| YTD | -1.7% | -18.4% | +16.6% | +2.6% |
| 1Y | +9.6% | -8.1% | +17.6% | +9.7% |
| 3Y | -3.7% | -24.2% | +20.5% | +0.6% |
| 5Y | +22.6% | -50.4% | +73.1% | +42.5% |
| 10Y | +17.7% | -40.0% | +57.7% | +26.3% |
| All | +176.1% | -19.6% | +195.7% | +129.8% |
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