+1,142.6%
EIX vs WY
+607.0%
+535.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.5% | -5.1% | +2.5% | -1.1% |
| 30D | +7.7% | +9.0% | -1.3% | +5.0% |
| 3M | -12.9% | -16.7% | +3.9% | -8.5% |
| 6M | -12.7% | -10.3% | -2.4% | -10.5% |
| YTD | +5.5% | -10.5% | +16.0% | +7.8% |
| 1Y | +9.4% | -5.9% | +15.2% | +10.2% |
| 3Y | +9.7% | -24.7% | +34.4% | +16.4% |
| 5Y | +16.9% | -31.5% | +48.4% | +25.8% |
| 10Y | +34.3% | +4.7% | +29.6% | +21.6% |
| All | +1,142.6% | +607.0% | +535.6% | +586.0% |
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