+478.6%
BLDR vs BWA
+94.6%
+384.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.2% |
| 7D | -8.2% | +7.3% | -15.5% | -12.1% |
| 30D | +16.3% | -15.8% | +32.1% | +28.1% |
| 3M | -17.0% | -25.7% | +8.8% | -1.9% |
| 6M | -17.4% | -19.6% | +2.2% | -8.7% |
| YTD | -41.6% | +14.1% | -55.6% | -50.7% |
| 1Y | -43.5% | +12.2% | -55.7% | -51.8% |
| 3Y | -51.6% | +63.8% | -115.5% | -68.8% |
| 5Y | -11.6% | +28.7% | -40.3% | -35.6% |
| All | +478.6% | +94.6% | +384.0% | +167.7% |
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