+365.4%
BLDR vs BWA
+153.1%
+212.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.4% |
| 7D | -8.1% | -0.1% | -8.1% | -8.0% |
| 30D | -21.5% | -5.5% | -16.0% | -19.0% |
| 3M | -21.0% | -7.6% | -13.4% | -17.9% |
| 6M | -37.1% | +25.0% | -62.0% | -47.0% |
| YTD | -42.7% | +47.0% | -89.6% | -58.0% |
| 1Y | -58.0% | +54.0% | -111.9% | -70.3% |
| 3Y | -57.8% | +70.7% | -128.5% | -73.1% |
| 5Y | +10.3% | +86.7% | -76.4% | -36.3% |
| All | +365.4% | +153.1% | +212.4% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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