+10.3%
BLDR vs NWSA
+39.0%
-28.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.4% |
| 7D | -8.1% | -4.8% | -3.4% | -5.2% |
| 30D | -21.5% | +3.0% | -24.4% | -23.0% |
| 3M | -21.0% | +9.3% | -30.3% | -26.2% |
| 6M | -37.1% | +23.2% | -60.2% | -45.9% |
| YTD | -42.7% | +13.3% | -56.0% | -48.4% |
| 1Y | -58.0% | +2.9% | -60.8% | -59.7% |
| 3Y | -57.8% | +43.3% | -101.2% | -68.2% |
| 5Y | +10.3% | +40.9% | -30.6% | -18.2% |
| All | +10.3% | +39.0% | -28.8% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling