+359.8%
BLDR vs WST
+321.8%
+38.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -0.3% | -0.3% | -0.1% | -0.2% |
| 30D | -16.2% | -4.6% | -11.6% | -14.8% |
| 3M | -14.4% | +5.7% | -20.1% | -16.2% |
| 6M | -32.8% | +37.6% | -70.4% | -40.3% |
| YTD | -39.2% | +23.0% | -62.2% | -44.0% |
| 1Y | -57.7% | +33.8% | -91.5% | -62.3% |
| 3Y | -55.3% | -13.4% | -41.9% | -57.0% |
| 5Y | +15.6% | -27.0% | +42.6% | +16.3% |
| 10Y | +359.8% | +324.5% | +35.3% | +103.3% |
| All | +359.8% | +321.8% | +38.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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