+295.4%
WMB vs ELV
+276.6%
+18.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.9% | -8.0% | -4.4% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | +0.7% | +6.7% | -6.0% | -1.1% |
| 3M | +1.5% | +3.0% | -1.4% | +0.3% |
| 6M | +0.1% | +48.0% | -47.9% | -10.6% |
| YTD | +22.9% | +20.0% | +2.9% | +15.1% |
| 1Y | +27.9% | +37.9% | -10.0% | +14.5% |
| 3Y | +139.1% | -2.8% | +142.0% | +130.5% |
| 5Y | +270.9% | +24.8% | +246.1% | +216.4% |
| All | +295.4% | +276.6% | +18.8% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling