-7.6%
BLDR vs WST
-2.2%
-5.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.1% |
| 7D | -3.7% | -3.1% | -0.5% | -2.8% |
| 30D | +16.8% | +9.1% | +7.7% | +14.0% |
| 3M | -13.7% | +14.7% | -28.4% | -17.1% |
| 6M | -21.9% | +28.0% | -49.9% | -27.3% |
| YTD | -39.2% | +45.6% | -84.9% | -45.8% |
| 1Y | -42.6% | +45.7% | -88.3% | -48.9% |
| 3Y | -50.2% | +21.1% | -71.3% | -57.2% |
| All | -7.6% | -2.2% | -5.4% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling