+389.2%
BLDR vs BWA
+661.5%
-272.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +0.6% |
| 7D | -2.8% | +5.7% | -8.5% | -6.4% |
| 30D | -13.3% | +1.4% | -14.7% | -14.5% |
| 3M | -12.3% | -12.1% | -0.2% | -5.9% |
| 6M | -31.5% | +28.6% | -60.0% | -44.0% |
| YTD | -36.1% | +51.1% | -87.1% | -54.8% |
| 1Y | -54.1% | +55.9% | -110.0% | -68.4% |
| 3Y | -55.8% | +70.1% | -125.9% | -72.2% |
| 5Y | +20.7% | +90.7% | -70.0% | -32.5% |
| 10Y | +390.2% | +154.0% | +236.3% | +106.6% |
| All | +389.2% | +661.5% | -272.3% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling