+149.0%
WMB vs ELV
-6.4%
+155.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.6% | +2.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +7.7% | +2.0% | +5.7% | +7.7% |
| 3M | +6.7% | -3.5% | +10.2% | +6.8% |
| 6M | +3.6% | +40.2% | -36.6% | +3.8% |
| YTD | +28.0% | +15.8% | +12.2% | +27.9% |
| 1Y | +37.6% | +33.2% | +4.4% | +37.3% |
| 3Y | +149.0% | -6.2% | +155.3% | +147.7% |
| All | +149.0% | -6.4% | +155.4% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling