+228.3%
WAT vs BLDR
+479.0%
-250.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.6% |
| 7D | +0.6% | -3.0% | +3.6% | +1.3% |
| 30D | +5.4% | +20.1% | -14.7% | +0.3% |
| 3M | +11.3% | -17.5% | +28.8% | +15.4% |
| 6M | +37.4% | -16.1% | +53.5% | +40.5% |
| YTD | +21.2% | -41.0% | +62.2% | +33.6% |
| 1Y | +21.3% | -41.6% | +62.9% | +33.9% |
| 3Y | +83.4% | -50.8% | +134.2% | +104.5% |
| 5Y | +29.0% | -10.8% | +39.7% | +22.1% |
| All | +228.3% | +479.0% | -250.7% | +113.5% |
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 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