+336.4%
WM vs EIX
+29.5%
+307.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.5% |
| 7D | +1.2% | +1.0% | +0.2% | +1.0% |
| 30D | +13.1% | +9.1% | +4.0% | +10.6% |
| 3M | +3.6% | -10.2% | +13.9% | +5.0% |
| 6M | +8.1% | -11.2% | +19.3% | +9.6% |
| YTD | +8.9% | +4.5% | +4.4% | +5.2% |
| 1Y | +20.3% | +10.9% | +9.5% | +14.3% |
| 3Y | +46.2% | +8.4% | +37.8% | +35.8% |
| 5Y | +59.9% | +18.0% | +41.9% | +43.0% |
| All | +336.4% | +29.5% | +307.0% | +265.0% |
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 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