+876.1%
BLDR vs NWSA
+127.4%
+748.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.6% |
| 7D | -2.8% | -1.9% | -1.0% | -1.7% |
| 30D | -13.3% | +4.6% | -17.9% | -16.0% |
| 3M | -12.3% | +13.2% | -25.5% | -19.8% |
| 6M | -31.5% | +27.0% | -58.5% | -41.9% |
| YTD | -36.1% | +16.8% | -52.9% | -43.4% |
| 1Y | -54.1% | +4.5% | -58.6% | -56.5% |
| 3Y | -55.8% | +46.2% | -102.0% | -66.3% |
| 5Y | +20.7% | +40.9% | -20.2% | -7.8% |
| 10Y | +390.2% | +145.1% | +245.1% | +142.5% |
| All | +876.1% | +127.4% | +748.7% | +403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling