+161.8%
WAT vs BLDR
+372.1%
-210.4%
-44.3%
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 | -0.8% | -3.9% | +3.2% | +0.2% |
| 7D | -2.9% | -8.1% | +5.2% | -1.0% |
| 30D | -3.2% | -21.5% | +18.3% | +2.3% |
| 3M | +10.6% | -21.0% | +31.6% | +15.9% |
| 6M | +34.0% | -37.1% | +71.1% | +47.6% |
| YTD | +5.7% | -42.7% | +48.4% | +18.5% |
| 1Y | +37.1% | -58.0% | +95.0% | +64.7% |
| 3Y | +52.4% | -57.8% | +110.2% | +77.2% |
| 5Y | -4.4% | +10.3% | -14.7% | -12.6% |
| All | +161.8% | +372.1% | -210.4% | +65.5% |
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