+22.7%
EIX vs WWD
+198.3%
-175.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | -19.1% | +1.3% | -20.4% | -19.2% |
| 30D | -16.9% | -7.2% | -9.7% | -16.0% |
| 3M | -20.0% | -3.8% | -16.2% | -20.0% |
| 6M | -21.3% | -9.9% | -11.4% | -20.7% |
| YTD | -1.7% | +14.8% | -16.5% | -5.3% |
| 1Y | +9.6% | +42.1% | -32.5% | +1.0% |
| 3Y | -3.7% | +170.8% | -174.5% | -24.3% |
| All | +22.7% | +198.3% | -175.6% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling