+288.5%
WMB vs ELV
+16.2%
+272.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.6% | +2.4% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +7.7% | +2.0% | +5.7% | +7.5% |
| 3M | +6.7% | -3.5% | +10.2% | +7.0% |
| 6M | +3.6% | +40.2% | -36.6% | +0.2% |
| YTD | +28.0% | +15.8% | +12.2% | +25.5% |
| 1Y | +37.6% | +33.2% | +4.4% | +32.5% |
| 3Y | +149.0% | -6.2% | +155.3% | +149.1% |
| All | +288.5% | +16.2% | +272.3% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling