+671.6%
WMB vs ELV
+2,594.5%
-1,922.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.8% | +1.0% | +6.9% | +7.3% |
| 30D | -5.1% | +0.4% | -5.5% | -5.7% |
| 3M | -4.7% | +8.4% | -13.1% | -8.8% |
| 6M | -7.4% | +8.4% | -15.8% | -12.2% |
| YTD | +17.5% | +24.4% | -6.9% | +2.4% |
| 1Y | +19.5% | +33.5% | -14.0% | +0.5% |
| 3Y | +121.3% | -2.1% | +123.4% | +102.6% |
| 5Y | +200.5% | +5.8% | +194.7% | +155.5% |
| 10Y | +281.9% | +268.9% | +13.0% | +47.3% |
| All | +671.6% | +2,594.5% | -1,922.8% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling