+24.0%
EIX vs WY
-20.4%
+44.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | +4.1% | -1.7% | +5.8% | +4.6% |
| 30D | -15.3% | -9.9% | -5.5% | -12.5% |
| 3M | -18.4% | -7.5% | -10.9% | -16.7% |
| 6M | -16.8% | -5.1% | -11.7% | -15.9% |
| YTD | -0.6% | -2.1% | +1.5% | -0.7% |
| 1Y | +10.7% | -7.3% | +18.0% | +12.3% |
| 3Y | -4.5% | -22.6% | +18.2% | +1.5% |
| 5Y | +24.0% | -19.8% | +43.8% | +30.6% |
| All | +24.0% | -20.4% | +44.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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