+49.3%
WM vs EIX
+11.1%
+38.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.3% |
| 7D | +4.5% | +2.5% | +2.0% | +4.2% |
| 30D | +16.1% | +14.1% | +2.0% | +14.6% |
| 3M | +8.0% | -9.4% | +17.5% | +8.5% |
| 6M | +8.4% | -9.1% | +17.5% | +8.9% |
| YTD | +11.2% | +7.1% | +4.1% | +9.4% |
| 1Y | +22.3% | +13.3% | +9.1% | +19.6% |
| All | +49.3% | +11.1% | +38.1% | +44.1% |
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