+367.9%
BLDR vs WST
+3,436.5%
-3,068.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -1.1% | +1.4% | -2.4% | -1.8% |
| 30D | +19.1% | +12.7% | +6.4% | +10.9% |
| 3M | -12.6% | +17.2% | -29.7% | -20.8% |
| 6M | -18.7% | +26.7% | -45.4% | -30.1% |
| YTD | -38.8% | +50.3% | -89.1% | -53.6% |
| 1Y | -41.2% | +50.2% | -91.4% | -55.4% |
| 3Y | -49.4% | +21.7% | -71.1% | -64.6% |
| 5Y | -6.0% | +2.0% | -8.0% | -29.5% |
| 10Y | +523.1% | +451.1% | +72.0% | -8.0% |
| All | +367.9% | +3,436.5% | -3,068.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling