+149.0%
WMB vs BLDR
-54.9%
+203.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.1% | +2.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +7.7% | -16.2% | +23.9% | +8.0% |
| 3M | +6.7% | -14.4% | +21.1% | +6.9% |
| 6M | +3.6% | -32.8% | +36.4% | +4.7% |
| YTD | +28.0% | -39.2% | +67.2% | +29.4% |
| 1Y | +37.6% | -57.7% | +95.3% | +41.6% |
| 3Y | +149.0% | -55.3% | +204.3% | +149.6% |
| All | +149.0% | -54.9% | +203.9% | +149.6% |
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