+7,464.4%
EW vs EIX
+787.7%
+6,676.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +9.3% | +1.0% | +8.3% | +9.1% |
| 30D | +22.1% | +8.9% | +13.2% | +20.2% |
| 3M | +13.0% | -9.8% | +22.8% | +14.0% |
| 6M | +30.1% | -10.2% | +40.3% | +31.1% |
| YTD | +22.0% | +5.9% | +16.1% | +18.8% |
| 1Y | +23.7% | +10.9% | +12.8% | +19.3% |
| 3Y | +62.0% | +10.2% | +51.8% | +54.4% |
| 5Y | -12.4% | +17.0% | -29.5% | -17.8% |
| 10Y | +236.1% | +35.1% | +201.0% | +200.4% |
| All | +7,464.4% | +787.7% | +6,676.7% | +5,062.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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