+365.4%
BLDR vs WWD
+490.2%
-124.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.0% |
| 7D | -8.1% | -2.9% | -5.3% | -6.3% |
| 30D | -21.5% | -6.6% | -14.9% | -18.2% |
| 3M | -21.0% | -9.3% | -11.7% | -16.5% |
| 6M | -37.1% | -13.6% | -23.4% | -31.6% |
| YTD | -42.7% | +10.4% | -53.0% | -47.1% |
| 1Y | -58.0% | +39.9% | -97.8% | -67.0% |
| 3Y | -57.8% | +165.0% | -222.9% | -79.6% |
| 5Y | +10.3% | +183.8% | -173.5% | -50.6% |
| All | +365.4% | +490.2% | -124.8% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling