+145.0%
WFC vs BLDR
+383.3%
-238.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.3% |
| 7D | +0.4% | -8.2% | +8.6% | +2.8% |
| 30D | +1.5% | -16.6% | +18.2% | +6.6% |
| 3M | +10.2% | -23.2% | +33.4% | +17.1% |
| 6M | +18.8% | -33.7% | +52.5% | +30.7% |
| YTD | -1.5% | -41.3% | +39.8% | +11.3% |
| 1Y | +13.5% | -58.8% | +72.4% | +42.0% |
| 3Y | +135.0% | -57.5% | +192.4% | +172.2% |
| 5Y | +130.1% | +12.9% | +117.2% | +78.9% |
| All | +145.0% | +383.3% | -238.4% | -0.3% |
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