+330.8%
WM vs EIX
+34.9%
+295.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.2% | -1.5% | +2.6% | +1.6% |
| 30D | +15.2% | +8.1% | +7.1% | +13.0% |
| 3M | +8.3% | -12.1% | +20.5% | +10.4% |
| 6M | +13.1% | -13.4% | +26.6% | +15.6% |
| YTD | +12.5% | +5.6% | +7.0% | +8.4% |
| 1Y | +21.8% | +7.8% | +13.9% | +16.5% |
| 3Y | +48.8% | +9.8% | +39.0% | +37.8% |
| 5Y | +62.1% | +18.8% | +43.2% | +44.7% |
| All | +330.8% | +34.9% | +295.9% | +251.6% |
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