+118.2%
WFC vs EIX
+33.0%
+85.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.5% |
| 30D | +3.3% | +8.9% | -5.6% | +0.3% |
| 3M | -1.4% | -9.8% | +8.4% | 0.0% |
| 6M | +14.7% | -10.2% | +24.9% | +15.8% |
| YTD | -5.9% | +5.9% | -11.9% | -11.6% |
| 1Y | +1.8% | +10.9% | -9.0% | -6.1% |
| 3Y | +124.9% | +10.2% | +114.7% | +101.6% |
| 5Y | +92.7% | +17.0% | +75.7% | +65.6% |
| 10Y | +118.2% | +35.1% | +83.1% | +76.6% |
| All | +118.2% | +33.0% | +85.3% | +76.6% |
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