+52.9%
WAT vs BLDR
-54.9%
+107.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.2% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -1.0% | -16.2% | +15.2% | +3.8% |
| 3M | +10.9% | -14.4% | +25.3% | +14.5% |
| 6M | +33.2% | -32.8% | +66.0% | +46.8% |
| YTD | +6.1% | -39.2% | +45.3% | +19.6% |
| 1Y | +30.2% | -57.7% | +87.9% | +63.4% |
| 3Y | +52.9% | -55.3% | +108.1% | +70.7% |
| All | +52.9% | -54.9% | +107.7% | +70.7% |
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