+93.3%
GWW vs BLDR
-50.7%
+144.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +3.6% | -3.0% | +6.5% | +4.1% |
| 30D | +12.1% | +20.1% | -8.0% | +7.7% |
| 3M | +12.9% | -17.5% | +30.4% | +16.6% |
| 6M | +19.3% | -16.1% | +35.4% | +21.8% |
| YTD | +48.7% | -41.0% | +89.7% | +63.1% |
| 1Y | +60.5% | -41.6% | +102.1% | +76.1% |
| 3Y | +93.3% | -50.8% | +144.1% | +107.6% |
| All | +93.3% | -50.7% | +144.0% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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