+126.9%
WFC vs EIX
+11.2%
+115.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +2.9% | +8.8% | -5.8% | +1.6% |
| 3M | -1.4% | -10.9% | +9.5% | -0.5% |
| 6M | +14.3% | -10.3% | +24.6% | +14.7% |
| YTD | -6.2% | +5.8% | -12.0% | -10.4% |
| 1Y | +1.6% | +11.4% | -9.8% | -4.4% |
| 3Y | +126.9% | +11.1% | +115.9% | +102.5% |
| All | +126.9% | +11.2% | +115.7% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling