+981.9%
WAT vs BLDR
+414.6%
+567.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | -1.3% | -2.8% | +1.6% | -0.9% |
| 30D | +2.3% | -13.3% | +15.6% | +4.2% |
| 3M | +8.7% | -12.3% | +21.0% | +10.2% |
| 6M | +28.3% | -31.5% | +59.8% | +34.0% |
| YTD | +7.8% | -36.1% | +43.8% | +13.3% |
| 1Y | +36.6% | -54.1% | +90.7% | +49.6% |
| 3Y | +45.7% | -55.8% | +101.4% | +58.0% |
| 5Y | -3.3% | +20.7% | -24.0% | -8.2% |
| 10Y | +162.1% | +390.2% | -228.1% | +103.7% |
| All | +981.9% | +414.6% | +567.2% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling