+365.4%
BLDR vs WU
-39.5%
+404.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | -8.1% | -5.0% | -3.2% | -5.3% |
| 30D | -21.5% | -2.3% | -19.2% | -20.5% |
| 3M | -21.0% | -3.2% | -17.8% | -21.5% |
| 6M | -37.1% | -25.0% | -12.0% | -27.1% |
| YTD | -42.7% | -21.7% | -21.0% | -35.7% |
| 1Y | -58.0% | -9.0% | -49.0% | -57.7% |
| 3Y | -57.8% | -28.9% | -29.0% | -51.6% |
| 5Y | +10.3% | -51.0% | +61.3% | +57.5% |
| All | +365.4% | -39.5% | +404.9% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling