+118.7%
EWT vs EIX
+18.0%
+100.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.1% | -3.0% |
| 7D | +13.2% | -1.5% | +14.7% | +13.5% |
| 30D | -14.3% | +8.1% | -22.4% | -15.3% |
| 3M | -8.4% | -12.1% | +3.7% | -7.4% |
| 6M | +3.7% | -13.4% | +17.1% | +4.6% |
| YTD | +53.1% | +5.6% | +47.5% | +47.9% |
| 1Y | +55.5% | +7.8% | +47.7% | +49.5% |
| 3Y | +155.6% | +9.8% | +145.8% | +137.8% |
| All | +118.7% | +18.0% | +100.7% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling