Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WDC vs BLDR✓SelectedUSD · BLDRWDC vs BLDR performance historyLatest closeAs of+1.04%09/09
Stock and ETF performance explorer

WDC vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,289.7%
BLDR return
+391.5%
Excess return
+898.2%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D+1.0%-1.9%+2.9%+1.8%
7D+7.5%-2.7%+10.2%+8.5%
30D+10.1%-14.7%+24.8%+16.0%
3M-6.8%-20.8%+14.0%-0.6%
6M+84.1%-35.3%+119.5%+111.0%
YTD+180.3%-40.3%+220.6%+228.8%
1Y+411.1%-56.3%+467.4%+571.4%
3Y+1,375.0%-56.1%+1,431.1%+1,703.8%
5Y+991.6%+12.9%+978.7%+744.7%
All+1,289.7%+391.5%+898.2%+421.3%

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