+478.6%
BLDR vs BBWI
-48.2%
+526.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.6% | -2.4% |
| 7D | -8.2% | -4.5% | -3.7% | -6.4% |
| 30D | +16.3% | +17.1% | -0.8% | +9.7% |
| 3M | -17.0% | +17.5% | -34.4% | -22.7% |
| 6M | -17.4% | +12.8% | -30.2% | -22.0% |
| YTD | -41.6% | +8.2% | -49.7% | -44.9% |
| 1Y | -43.5% | -1.8% | -41.7% | -45.9% |
| 3Y | -51.6% | -25.8% | -25.9% | -51.2% |
| 5Y | -11.6% | -68.0% | +56.4% | +19.1% |
| All | +478.6% | -48.2% | +526.8% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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