-56.7%
BLDR vs NWSA
+44.1%
-100.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -2.7% | -3.1% | +0.4% | -0.9% |
| 30D | -14.7% | +4.3% | -19.0% | -16.9% |
| 3M | -20.8% | +9.2% | -30.1% | -25.5% |
| 6M | -35.3% | +21.6% | -56.9% | -43.5% |
| YTD | -40.3% | +14.2% | -54.6% | -46.1% |
| 1Y | -56.3% | +1.8% | -58.0% | -57.2% |
| All | -56.7% | +44.1% | -100.8% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling