-50.8%
BLDR vs WST
+24.3%
-75.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -3.0% | +4.2% | -7.2% | -3.7% |
| 30D | +20.1% | +11.2% | +8.9% | +18.0% |
| 3M | -17.5% | +20.4% | -37.9% | -20.1% |
| 6M | -16.1% | +37.9% | -54.0% | -20.6% |
| YTD | -41.0% | +51.8% | -92.8% | -45.3% |
| 1Y | -41.6% | +56.6% | -98.2% | -46.1% |
| 3Y | -50.8% | +24.2% | -75.0% | -57.9% |
| All | -50.8% | +24.3% | -75.1% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling