+295.4%
WMB vs ELV
+278.2%
+17.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -4.5% |
| 7D | -1.7% | +0.9% | -2.5% | -2.0% |
| 30D | +0.7% | +7.2% | -6.5% | -1.2% |
| 3M | +1.5% | +3.4% | -1.9% | +0.2% |
| 6M | +0.1% | +48.6% | -48.5% | -10.7% |
| YTD | +22.9% | +20.6% | +2.4% | +15.0% |
| 1Y | +27.9% | +38.5% | -10.6% | +14.4% |
| 3Y | +139.1% | -2.4% | +141.6% | +130.3% |
| 5Y | +270.9% | +25.3% | +245.6% | +216.0% |
| All | +295.4% | +278.2% | +17.1% | +166.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling