+299.4%
WMB vs ELF
+357.0%
-57.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +0.6% | +5.4% | -4.8% | +0.1% |
| 30D | +3.3% | +27.0% | -23.7% | +0.8% |
| 3M | +3.1% | +113.2% | -110.1% | -4.6% |
| 6M | -0.7% | +36.6% | -37.3% | -4.4% |
| YTD | +25.2% | +44.2% | -19.1% | +19.3% |
| 1Y | +32.9% | -18.0% | +50.8% | +32.6% |
| 3Y | +140.6% | -19.9% | +160.5% | +128.2% |
| 5Y | +273.5% | +257.7% | +15.8% | +172.6% |
| All | +299.4% | +357.0% | -57.5% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling