+280.4%
WMB vs ELF
+334.4%
-54.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.6% | +4.3% | -2.7% | +1.2% |
| 30D | -7.1% | +7.7% | -14.8% | -7.8% |
| 3M | -4.0% | +24.7% | -28.7% | -6.2% |
| 6M | -5.7% | +114.6% | -120.4% | -13.1% |
| YTD | +17.2% | +55.8% | -38.6% | +10.6% |
| 1Y | +17.2% | +51.9% | -34.7% | +10.8% |
| 3Y | +121.1% | +24.6% | +96.5% | +97.8% |
| 5Y | +197.2% | +279.2% | -82.0% | +114.6% |
| All | +280.4% | +334.4% | -54.0% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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