-36.7%
BLDR vs NWSA
+18.2%
-54.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.7% | +5.5% | +8.1% |
| 7D | +24.4% | +4.3% | +20.1% | +22.9% |
| 30D | +24.9% | +5.6% | +19.4% | +23.3% |
| 3M | -7.8% | +7.3% | -15.0% | -9.6% |
| 6M | -5.8% | +18.8% | -24.6% | -10.2% |
| YTD | -32.5% | +17.9% | -50.3% | -36.1% |
| 1Y | -36.7% | +19.3% | -56.0% | -40.7% |
| All | -36.7% | +18.2% | -54.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling