+12.9%
BLDR vs WST
-27.5%
+40.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | -14.7% | -4.3% | -10.4% | -13.7% |
| 3M | -20.8% | +0.7% | -21.6% | -21.1% |
| 6M | -35.3% | +36.0% | -71.4% | -40.9% |
| YTD | -40.3% | +22.7% | -63.1% | -44.0% |
| 1Y | -56.3% | +34.1% | -90.4% | -60.1% |
| 3Y | -56.1% | -13.6% | -42.6% | -56.9% |
| 5Y | +12.9% | -26.0% | +38.9% | +8.2% |
| All | +12.9% | -27.5% | +40.4% | +8.2% |
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