+365.4%
BLDR vs WCC
+518.6%
-153.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.2% |
| 7D | -8.1% | +1.7% | -9.8% | -9.0% |
| 30D | -21.5% | -6.1% | -15.4% | -19.2% |
| 3M | -21.0% | +3.1% | -24.1% | -23.4% |
| 6M | -37.1% | +28.2% | -65.3% | -46.8% |
| YTD | -42.7% | +41.1% | -83.8% | -54.5% |
| 1Y | -58.0% | +61.3% | -119.2% | -69.4% |
| 3Y | -57.8% | +123.6% | -181.5% | -76.6% |
| 5Y | +10.3% | +214.8% | -204.5% | -53.5% |
| All | +365.4% | +518.6% | -153.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling