+32.0%
WMB vs ELV
+29.9%
+2.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | +5.7% | -6.1% | +11.9% | +5.8% |
| 6M | +4.2% | +42.8% | -38.6% | +5.7% |
| YTD | +26.8% | +14.4% | +12.5% | +26.4% |
| All | +32.0% | +29.9% | +2.0% | +31.4% |
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