+87.7%
WDC vs EIX
+9.5%
+78.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +16.3% | -1.5% | +17.7% | +16.3% |
| 30D | -18.3% | +8.1% | -26.4% | -18.2% |
| 3M | -31.4% | -12.1% | -19.3% | -31.5% |
| 6M | -36.3% | -13.4% | -22.9% | -36.8% |
| YTD | +80.8% | +5.6% | +75.3% | +89.9% |
| 1Y | +87.7% | +7.8% | +79.9% | +99.7% |
| All | +87.7% | +9.5% | +78.2% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling