+12.8%
BLDR vs WSM
+175.3%
-162.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.8% |
| 7D | -8.2% | -0.5% | -7.7% | -8.0% |
| 30D | -16.6% | -7.7% | -8.9% | -13.0% |
| 3M | -23.2% | +3.8% | -26.9% | -24.1% |
| 6M | -33.7% | +22.7% | -56.4% | -39.6% |
| YTD | -41.3% | +28.0% | -69.3% | -47.7% |
| 1Y | -58.8% | +12.7% | -71.5% | -61.1% |
| 3Y | -57.5% | +231.3% | -288.7% | -78.0% |
| All | +12.8% | +175.3% | -162.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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