+288.4%
WAB vs BLDR
+391.5%
-103.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | +0.2% | -2.7% | +2.9% | +1.0% |
| 30D | -4.6% | -14.7% | +10.2% | -0.2% |
| 3M | +5.6% | -20.8% | +26.5% | +12.1% |
| 6M | +13.8% | -35.3% | +49.2% | +27.5% |
| YTD | +31.9% | -40.3% | +72.2% | +50.2% |
| 1Y | +48.3% | -56.3% | +104.5% | +84.7% |
| 3Y | +167.1% | -56.1% | +223.3% | +213.6% |
| 5Y | +222.9% | +12.9% | +210.0% | +163.5% |
| All | +288.4% | +391.5% | -103.1% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling