+259.9%
WMB vs ELF
+354.8%
-95.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.4% |
| 7D | -6.7% | +7.8% | -14.5% | -7.3% |
| 30D | -8.6% | +9.3% | -17.8% | -9.4% |
| 3M | -4.9% | +21.2% | -26.1% | -6.8% |
| 6M | -6.3% | +96.1% | -102.4% | -12.9% |
| YTD | +13.0% | +57.0% | -44.0% | +6.6% |
| 1Y | +14.9% | +61.9% | -46.9% | +8.0% |
| 3Y | +113.4% | +20.0% | +93.4% | +92.2% |
| 5Y | +190.2% | +284.8% | -94.6% | +109.7% |
| 10Y | +259.9% | +364.2% | -104.4% | +130.5% |
| All | +259.9% | +354.8% | -95.0% | +130.5% |
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