+365.3%
BLDR vs WSM
+1,724.3%
-1,358.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | -0.3% | +2.6% | -2.9% | -1.9% |
| 30D | -16.2% | -9.5% | -6.7% | -10.9% |
| 3M | -14.4% | +12.9% | -27.3% | -19.9% |
| 6M | -32.8% | +23.0% | -55.8% | -40.1% |
| YTD | -39.2% | +28.9% | -68.1% | -47.5% |
| 1Y | -57.7% | +13.7% | -71.4% | -60.8% |
| 3Y | -55.3% | +232.6% | -287.9% | -80.7% |
| 5Y | +15.6% | +185.9% | -170.2% | -49.0% |
| 10Y | +359.8% | +998.6% | -638.8% | -32.3% |
| All | +365.3% | +1,724.3% | -1,358.9% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling