-55.3%
BLDR vs WWD
+164.2%
-219.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -16.2% | -6.4% | -9.8% | -13.8% |
| 3M | -14.4% | -5.6% | -8.8% | -12.3% |
| 6M | -32.8% | -9.1% | -23.7% | -30.1% |
| YTD | -39.2% | +12.5% | -51.7% | -42.0% |
| 1Y | -57.7% | +41.3% | -99.0% | -63.3% |
| 3Y | -55.3% | +170.2% | -225.5% | -72.6% |
| All | -55.3% | +164.2% | -219.4% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling