+105.8%
WMB vs BLDR
-50.0%
+155.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.3% | -0.3% |
| 7D | -13.8% | -3.7% | -10.2% | -13.8% |
| 30D | -10.3% | +16.8% | -27.1% | -10.3% |
| 3M | -10.1% | -13.7% | +3.7% | -9.9% |
| 6M | -11.8% | -21.9% | +10.0% | -11.5% |
| YTD | +8.9% | -39.2% | +48.2% | +9.9% |
| 1Y | +14.0% | -42.6% | +56.6% | +15.2% |
| All | +105.8% | -50.0% | +155.8% | +107.9% |
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