+298.2%
WBD vs EIX
+196.9%
+101.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | -1.8% | -19.1% | +17.3% | +5.1% |
| 30D | +8.8% | -16.9% | +25.7% | +14.8% |
| 3M | +4.6% | -20.0% | +24.6% | +11.6% |
| 6M | +1.1% | -21.3% | +22.4% | +8.2% |
| YTD | -2.0% | -1.7% | -0.3% | -5.3% |
| 1Y | +140.0% | +9.6% | +130.5% | +120.3% |
| 3Y | +144.4% | -3.7% | +148.1% | +133.9% |
| 5Y | -0.2% | +22.6% | -22.8% | -14.9% |
| 10Y | +9.1% | +17.7% | -8.6% | -12.6% |
| All | +298.2% | +196.9% | +101.3% | +82.9% |
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