+23.7%
WMB vs ELV
+42.6%
-18.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.9% | -11.3% | -6.1% |
| 7D | -8.6% | +4.8% | -13.4% | -8.4% |
| 30D | -4.2% | +10.1% | -14.2% | -3.9% |
| 3M | -4.4% | +15.4% | -19.8% | -4.1% |
| 6M | -8.7% | +17.7% | -26.4% | -7.9% |
| YTD | +15.4% | +25.7% | -10.3% | +15.7% |
| 1Y | +23.7% | +39.9% | -16.1% | +25.8% |
| All | +23.7% | +42.6% | -18.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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