+142.1%
WEC vs BLDR
+372.1%
-230.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.5% |
| 7D | -1.3% | -8.1% | +6.9% | -0.7% |
| 30D | -0.4% | -21.5% | +21.1% | +1.2% |
| 3M | -6.8% | -21.0% | +14.2% | -5.5% |
| 6M | -6.4% | -37.1% | +30.7% | -3.8% |
| YTD | +2.5% | -42.7% | +45.2% | +5.8% |
| 1Y | -0.4% | -58.0% | +57.6% | +5.0% |
| 3Y | +38.5% | -57.8% | +96.4% | +43.5% |
| 5Y | +31.7% | +10.3% | +21.4% | +23.3% |
| All | +142.1% | +372.1% | -230.0% | +101.0% |
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 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