+594.1%
EWT vs EIX
+512.0%
+82.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +4.0% | -19.1% | +23.1% | +7.7% |
| 30D | +10.3% | -16.9% | +27.2% | +13.5% |
| 3M | +6.1% | -20.0% | +26.1% | +9.7% |
| 6M | +56.6% | -21.3% | +78.0% | +62.3% |
| YTD | +76.6% | -1.7% | +78.3% | +74.1% |
| 1Y | +97.9% | +9.6% | +88.3% | +90.1% |
| 3Y | +198.0% | -3.7% | +201.7% | +190.0% |
| 5Y | +151.8% | +22.6% | +129.1% | +130.1% |
| 10Y | +514.1% | +17.7% | +496.4% | +443.5% |
| All | +594.1% | +512.0% | +82.1% | +366.3% |
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