+2.5%
WFC vs BLDR
-38.1%
+40.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.0% | +1.2% |
| 7D | +4.5% | +24.4% | -19.9% | +2.1% |
| 30D | +7.4% | +24.9% | -17.6% | +4.7% |
| 3M | -0.5% | -7.8% | +7.3% | -0.2% |
| 6M | +11.7% | -5.8% | +17.5% | +10.8% |
| YTD | -4.6% | -32.5% | +27.8% | -3.1% |
| 1Y | +2.5% | -36.7% | +39.2% | +4.9% |
| All | +2.5% | -38.1% | +40.6% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling