+180.3%
WMB vs ELF
+266.1%
-85.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.4% |
| 7D | -13.8% | +4.0% | -17.8% | -13.9% |
| 30D | -10.3% | +10.6% | -20.9% | -10.6% |
| 3M | -10.1% | +25.8% | -35.9% | -10.8% |
| 6M | -11.8% | +89.1% | -100.9% | -14.1% |
| YTD | +8.9% | +52.7% | -43.8% | +6.8% |
| 1Y | +14.0% | +51.7% | -37.8% | +11.6% |
| 3Y | +100.5% | +14.2% | +86.3% | +91.2% |
| All | +180.3% | +266.1% | -85.8% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling