+376.5%
BLDR vs WY
+7.6%
+368.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.1% |
| 7D | -8.2% | -4.2% | -4.1% | -4.6% |
| 30D | -16.6% | -10.1% | -6.5% | -8.1% |
| 3M | -23.2% | -8.5% | -14.7% | -16.6% |
| 6M | -33.7% | -3.3% | -30.4% | -31.2% |
| YTD | -41.3% | -4.4% | -36.9% | -38.2% |
| 1Y | -58.8% | -11.5% | -47.3% | -53.6% |
| 3Y | -57.5% | -24.3% | -33.1% | -44.3% |
| 5Y | +12.9% | -21.3% | +34.2% | +46.5% |
| All | +376.5% | +7.6% | +368.9% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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