+1,228.2%
WDC vs BLDR
+372.1%
+856.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -2.9% |
| 7D | +4.4% | -8.1% | +12.5% | +7.7% |
| 30D | +5.3% | -21.5% | +26.8% | +14.6% |
| 3M | -5.9% | -21.0% | +15.1% | +0.4% |
| 6M | +73.2% | -37.1% | +110.3% | +100.5% |
| YTD | +167.8% | -42.7% | +210.5% | +219.1% |
| 1Y | +386.0% | -58.0% | +443.9% | +548.0% |
| 3Y | +1,309.7% | -57.8% | +1,367.6% | +1,650.7% |
| 5Y | +957.1% | +10.3% | +946.8% | +725.0% |
| All | +1,228.2% | +372.1% | +856.0% | +406.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling