+4.2%
WBD vs EIX
+24.3%
-20.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.4% |
| 7D | -1.7% | +4.1% | -5.8% | -3.2% |
| 30D | +3.9% | -15.3% | +19.2% | +8.1% |
| 3M | +5.1% | -18.4% | +23.5% | +10.5% |
| 6M | +0.6% | -16.8% | +17.4% | +4.2% |
| YTD | -3.2% | -0.6% | -2.6% | -8.6% |
| 1Y | +127.7% | +10.7% | +117.0% | +102.9% |
| 3Y | +146.6% | -4.5% | +151.0% | +130.7% |
| 5Y | +4.2% | +24.0% | -19.9% | -16.1% |
| All | +4.2% | +24.3% | -20.1% | -16.1% |
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 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