+695.1%
WDC vs EIX
+34.4%
+660.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.5% |
| 7D | -3.2% | -2.5% | -0.7% | -2.4% |
| 30D | -19.0% | +7.7% | -26.7% | -21.0% |
| 3M | -28.4% | -12.9% | -15.6% | -26.4% |
| 6M | -39.2% | -12.7% | -26.5% | -38.2% |
| YTD | +82.1% | +5.5% | +76.6% | +71.9% |
| 1Y | +84.7% | +9.4% | +75.3% | +71.6% |
| 3Y | +825.6% | +9.7% | +816.0% | +722.8% |
| 5Y | +608.2% | +16.9% | +591.2% | +500.3% |
| 10Y | +695.1% | +34.3% | +660.8% | +509.1% |
| All | +695.1% | +34.4% | +660.7% | +509.1% |
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