+642.9%
WDC vs BLDR
+479.0%
+163.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.3% |
| 7D | +12.1% | -3.0% | +15.1% | +13.3% |
| 30D | -18.8% | +20.1% | -38.9% | -25.4% |
| 3M | -39.3% | -17.5% | -21.8% | -36.2% |
| 6M | -40.1% | -16.1% | -24.0% | -38.8% |
| YTD | +71.8% | -41.0% | +112.8% | +99.4% |
| 1Y | +88.5% | -41.6% | +130.1% | +118.6% |
| 3Y | +770.0% | -50.8% | +820.8% | +905.0% |
| 5Y | +549.0% | -10.8% | +559.8% | +444.3% |
| All | +642.9% | +479.0% | +163.8% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling