+288.2%
WAB vs BLDR
+372.1%
-84.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +1.1% |
| 7D | -0.2% | -8.1% | +7.9% | +2.3% |
| 30D | -5.9% | -21.5% | +15.6% | +0.9% |
| 3M | +9.4% | -21.0% | +30.3% | +16.0% |
| 6M | +13.8% | -37.1% | +50.9% | +28.5% |
| YTD | +31.8% | -42.7% | +74.4% | +51.9% |
| 1Y | +48.5% | -58.0% | +106.5% | +87.2% |
| 3Y | +167.0% | -57.8% | +224.8% | +217.1% |
| 5Y | +222.3% | +10.3% | +212.0% | +164.7% |
| All | +288.2% | +372.1% | -84.0% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BLDR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling