Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WDAY vs BLDR✓SelectedUSD · BLDRWDAY vs BLDR performance historyLatest closeAs of-0.12%09/09
Stock and ETF performance explorer

WDAY vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-31.1%
BLDR return
+13.4%
Excess return
-44.5%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D-0.1%-1.9%+1.8%+0.3%
7D-7.4%-2.7%-4.7%-6.8%
30D+1.0%-14.7%+15.7%+4.8%
3M+32.7%-20.8%+53.5%+38.7%
6M+25.6%-35.3%+60.9%+37.0%
YTD-13.4%-40.3%+27.0%-4.2%
1Y-19.4%-56.3%+36.9%-3.2%
3Y-25.8%-56.1%+30.3%-18.6%
5Y-31.1%+12.9%-44.0%-51.7%
All-31.1%+13.4%-44.5%-51.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling