+722.2%
WMB vs ELV
+2,444.2%
-1,722.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +0.6% | +3.3% | -2.7% | -1.0% |
| 30D | +3.3% | +4.2% | -0.9% | +1.3% |
| 3M | +3.1% | -0.1% | +3.2% | +2.2% |
| 6M | -0.7% | +41.3% | -42.0% | -16.4% |
| YTD | +25.2% | +17.4% | +7.7% | +12.7% |
| 1Y | +32.9% | +35.1% | -2.2% | +11.1% |
| 3Y | +140.6% | -3.2% | +143.8% | +122.1% |
| 5Y | +273.5% | +15.6% | +257.8% | +202.2% |
| 10Y | +334.2% | +276.8% | +57.4% | +64.9% |
| All | +722.2% | +2,444.2% | -1,722.1% | +0.9% |
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