+22.7%
EIX vs WWD
+476.2%
-453.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +5.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -13.5% | -6.4% | -7.1% | -12.2% |
| 3M | -15.3% | -5.6% | -9.6% | -14.7% |
| 6M | -15.3% | -9.1% | -6.2% | -14.4% |
| YTD | +2.7% | +12.5% | -9.8% | -2.4% |
| 1Y | +17.4% | +41.3% | -23.9% | +4.1% |
| 3Y | -1.3% | +170.2% | -171.6% | -29.5% |
| 5Y | +27.2% | +192.5% | -165.3% | -13.7% |
| 10Y | +22.7% | +476.9% | -454.1% | -30.6% |
| All | +22.7% | +476.2% | -453.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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