+1,095.3%
WMB vs BLDR
+414.6%
+680.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | +0.6% | -2.8% | +3.4% | +1.1% |
| 30D | +3.3% | -13.3% | +16.5% | +5.8% |
| 3M | +3.1% | -12.3% | +15.4% | +4.7% |
| 6M | -0.7% | -31.5% | +30.8% | +4.9% |
| YTD | +25.2% | -36.1% | +61.2% | +33.2% |
| 1Y | +32.9% | -54.1% | +86.9% | +50.2% |
| 3Y | +140.6% | -55.8% | +196.3% | +161.4% |
| 5Y | +273.5% | +20.7% | +252.7% | +216.3% |
| 10Y | +334.2% | +390.2% | -56.0% | +156.1% |
| All | +1,095.3% | +414.6% | +680.7% | +395.2% |
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 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