+170.9%
WAB vs BLDR
-54.9%
+225.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +1.7% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | -2.4% | -16.2% | +13.8% | +1.4% |
| 3M | +9.7% | -14.4% | +24.1% | +12.8% |
| 6M | +16.5% | -32.8% | +49.3% | +26.1% |
| YTD | +33.7% | -39.2% | +72.9% | +47.2% |
| 1Y | +49.7% | -57.7% | +107.4% | +78.4% |
| 3Y | +170.9% | -55.3% | +226.2% | +208.2% |
| All | +170.9% | -54.9% | +225.8% | +208.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling