+88.4%
GWW vs BLDR
-58.1%
+146.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | +0.2% |
| 7D | -3.1% | -8.1% | +5.0% | -1.5% |
| 30D | -2.3% | -21.5% | +19.1% | +2.4% |
| 3M | -3.3% | -21.0% | +17.7% | +0.6% |
| 6M | +15.4% | -37.1% | +52.4% | +25.4% |
| YTD | +26.7% | -42.7% | +69.4% | +40.3% |
| 1Y | +29.0% | -58.0% | +86.9% | +51.4% |
| All | +88.4% | -58.1% | +146.5% | +114.7% |
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