+365.3%
BLDR vs WY
+95.0%
+270.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -3.6% |
| 7D | -0.3% | -2.1% | +1.7% | +1.6% |
| 30D | -16.2% | -10.5% | -5.7% | -7.2% |
| 3M | -14.4% | -4.9% | -9.5% | -10.1% |
| 6M | -32.8% | -4.9% | -27.9% | -29.2% |
| YTD | -39.2% | -1.7% | -37.5% | -37.6% |
| 1Y | -57.7% | -9.4% | -48.3% | -53.2% |
| 3Y | -55.3% | -22.3% | -33.0% | -42.5% |
| 5Y | +15.6% | -20.5% | +36.1% | +48.1% |
| 10Y | +359.8% | +4.9% | +354.9% | +328.1% |
| All | +365.3% | +95.0% | +270.4% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling