+88.4%
WAT vs BLDR
-47.3%
+135.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.8% |
| 7D | +6.0% | -2.7% | +8.8% | +6.5% |
| 30D | +9.9% | +24.8% | -14.9% | +3.0% |
| 3M | +17.2% | -11.7% | +28.8% | +20.1% |
| 6M | +34.2% | -14.8% | +49.0% | +37.5% |
| YTD | +25.5% | -35.9% | +61.4% | +38.2% |
| 1Y | +28.3% | -39.7% | +68.0% | +43.4% |
| 3Y | +88.4% | -45.6% | +133.9% | +115.5% |
| All | +88.4% | -47.3% | +135.7% | +115.5% |
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 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