+513.6%
EWT vs EIX
+19.9%
+493.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | -1.1% | -1.4% | +0.2% | -0.9% |
| 30D | +4.5% | -19.3% | +23.8% | +7.6% |
| 3M | +8.3% | -21.7% | +29.9% | +11.8% |
| 6M | +54.2% | -19.8% | +74.1% | +58.3% |
| YTD | +74.6% | -3.0% | +77.6% | +72.0% |
| 1Y | +84.9% | +5.1% | +79.8% | +78.8% |
| 3Y | +197.5% | -7.0% | +204.5% | +190.4% |
| 5Y | +150.6% | +22.0% | +128.6% | +128.5% |
| All | +513.6% | +19.9% | +493.8% | +426.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling