+308.5%
WMB vs ELF
+334.6%
-26.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +2.7% |
| 7D | +0.8% | -1.2% | +2.0% | +0.9% |
| 30D | +7.7% | +5.9% | +1.8% | +7.0% |
| 3M | +6.7% | +99.5% | -92.8% | -0.7% |
| 6M | +3.6% | +26.5% | -22.9% | +0.5% |
| YTD | +28.0% | +37.2% | -9.2% | +22.5% |
| 1Y | +37.6% | -24.4% | +62.0% | +38.4% |
| 3Y | +149.0% | -23.3% | +172.4% | +137.0% |
| 5Y | +285.3% | +245.2% | +40.1% | +181.9% |
| All | +308.5% | +334.6% | -26.1% | +163.1% |
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