+283.3%
WMB vs ELV
+268.8%
+14.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +8.1% | -0.5% | +8.6% | +8.2% |
| 30D | -6.9% | +1.1% | -8.0% | -7.3% |
| 3M | -5.1% | +8.2% | -13.3% | -7.3% |
| 6M | -5.7% | +10.2% | -15.9% | -8.8% |
| YTD | +18.1% | +24.4% | -6.4% | +9.3% |
| 1Y | +18.4% | +33.8% | -15.4% | +7.2% |
| 3Y | +122.7% | -1.4% | +124.1% | +114.0% |
| 5Y | +202.0% | +5.8% | +196.2% | +176.2% |
| All | +283.3% | +268.8% | +14.5% | +197.5% |
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