+484.0%
BLDR vs WWD
+439.4%
+44.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | -3.0% | +4.0% | -6.9% | -5.3% |
| 30D | +20.1% | +0.4% | +19.7% | +18.8% |
| 3M | -17.5% | -7.9% | -9.6% | -14.1% |
| 6M | -16.1% | -10.6% | -5.5% | -11.4% |
| YTD | -41.0% | +9.4% | -50.4% | -45.8% |
| 1Y | -41.6% | +25.7% | -67.3% | -51.2% |
| 3Y | -50.8% | +148.5% | -199.4% | -75.5% |
| 5Y | -10.8% | +189.5% | -200.3% | -60.9% |
| All | +484.0% | +439.4% | +44.7% | +54.5% |
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