+384.5%
BLDR vs WWD
+498.9%
-114.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | -14.7% | -5.1% | -9.6% | -12.1% |
| 3M | -20.8% | -11.2% | -9.6% | -15.2% |
| 6M | -35.3% | -12.0% | -23.3% | -30.5% |
| YTD | -40.3% | +12.0% | -52.3% | -45.4% |
| 1Y | -56.3% | +42.8% | -99.1% | -66.1% |
| 3Y | -56.1% | +168.9% | -225.1% | -79.0% |
| 5Y | +12.9% | +192.2% | -179.3% | -50.4% |
| All | +384.5% | +498.9% | -114.4% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling