+389.2%
BLDR vs WST
+2,814.3%
-2,425.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -2.8% | +0.7% | -3.6% | -3.3% |
| 30D | -13.3% | -3.1% | -10.1% | -11.5% |
| 3M | -12.3% | +7.2% | -19.5% | -16.2% |
| 6M | -31.5% | +36.8% | -68.3% | -44.5% |
| YTD | -36.1% | +23.8% | -59.9% | -45.3% |
| 1Y | -54.1% | +37.8% | -91.8% | -63.6% |
| 3Y | -55.8% | -15.9% | -39.9% | -60.2% |
| 5Y | +20.7% | -25.8% | +46.6% | +11.7% |
| 10Y | +390.2% | +319.6% | +70.6% | -12.8% |
| All | +389.2% | +2,814.3% | -2,425.1% | -81.2% |
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 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