+29,154.7%
WM vs EIX
+1,190.5%
+27,964.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.4% |
| 7D | +4.5% | +2.5% | +2.0% | +4.0% |
| 30D | +16.1% | +14.1% | +2.0% | +13.0% |
| 3M | +8.0% | -9.4% | +17.5% | +9.0% |
| 6M | +8.4% | -9.1% | +17.5% | +9.2% |
| YTD | +11.2% | +7.1% | +4.1% | +8.0% |
| 1Y | +22.3% | +13.3% | +9.1% | +17.4% |
| 3Y | +50.2% | +10.9% | +39.4% | +42.4% |
| 5Y | +63.3% | +21.0% | +42.3% | +51.2% |
| 10Y | +355.0% | +33.6% | +321.4% | +301.7% |
| All | +29,154.7% | +1,190.5% | +27,964.2% | +14,376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling