+1,148.0%
EIX vs WY
+612.4%
+535.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | +8.5% | +10.1% | -1.6% | +5.5% |
| 3M | -13.5% | -15.4% | +1.9% | -9.5% |
| 6M | -12.4% | -8.3% | -4.0% | -10.7% |
| YTD | +5.9% | -9.8% | +15.7% | +8.1% |
| 1Y | +7.6% | -3.9% | +11.5% | +7.7% |
| 3Y | +12.8% | -23.3% | +36.1% | +19.1% |
| 5Y | +19.2% | -31.2% | +50.4% | +28.1% |
| 10Y | +34.9% | +5.5% | +29.3% | +21.9% |
| All | +1,148.0% | +612.4% | +535.5% | +587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling