+121.3%
WMB vs ELF
+24.2%
+97.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | +7.8% | +1.6% | +6.2% | +7.8% |
| 30D | -5.1% | +9.1% | -14.2% | -5.3% |
| 3M | -4.7% | +28.2% | -32.9% | -5.2% |
| 6M | -7.4% | +119.5% | -126.9% | -9.4% |
| YTD | +17.5% | +55.2% | -37.7% | +15.9% |
| 1Y | +19.5% | +58.6% | -39.1% | +17.8% |
| 3Y | +121.3% | +21.3% | +100.0% | +108.2% |
| All | +121.3% | +24.2% | +97.1% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling