+2.5%
WFC vs EIX
+18.9%
-16.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +2.2% |
| 7D | +4.5% | +4.5% | 0.0% | +4.5% |
| 30D | +7.4% | +15.2% | -7.9% | +7.4% |
| 3M | -0.5% | -11.6% | +11.1% | -0.6% |
| 6M | +11.7% | -8.4% | +20.0% | +10.9% |
| YTD | -4.6% | +8.2% | -12.8% | -6.3% |
| 1Y | +2.5% | +16.6% | -14.1% | 0.0% |
| All | +2.5% | +18.9% | -16.4% | 0.0% |
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