+12.0%
WBD vs EIX
+21.5%
-9.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +4.2% | -18.8% | +23.0% | +9.8% |
| 3M | +7.5% | -19.7% | +27.2% | +13.3% |
| 6M | +1.6% | -18.2% | +19.8% | +6.0% |
| YTD | -2.2% | -1.7% | -0.4% | -5.2% |
| 1Y | +124.9% | +7.8% | +117.1% | +109.8% |
| 3Y | +149.1% | -5.6% | +154.7% | +141.4% |
| 5Y | +7.8% | +23.7% | -15.8% | -5.0% |
| All | +12.0% | +21.5% | -9.5% | -2.1% |
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