+13.0%
WMB vs ELF
+57.2%
-44.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.8% |
| 7D | -6.7% | +7.8% | -14.5% | -6.4% |
| 30D | -8.6% | +9.3% | -17.8% | -8.2% |
| 3M | -4.9% | +21.2% | -26.1% | -4.2% |
| 6M | -6.3% | +96.1% | -102.4% | -5.3% |
| YTD | +13.0% | +57.0% | -44.0% | +13.1% |
| All | +13.0% | +57.2% | -44.3% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling