+313.2%
WMB vs BLDR
+357.1%
-43.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | +4.6% | -14.7% | +19.3% | +7.7% |
| 3M | +5.7% | -20.8% | +26.6% | +9.7% |
| 6M | +4.2% | -35.3% | +39.5% | +12.0% |
| YTD | +26.8% | -40.3% | +67.2% | +37.6% |
| 1Y | +34.7% | -56.3% | +91.0% | +56.1% |
| 3Y | +146.8% | -56.1% | +202.9% | +168.0% |
| 5Y | +285.0% | +12.9% | +272.1% | +195.4% |
| 10Y | +313.2% | +386.5% | -73.3% | +88.2% |
| All | +313.2% | +357.1% | -43.9% | +88.2% |
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