+128.3%
WFC vs BLDR
+13.4%
+115.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +0.4% | -2.7% | +3.1% | +1.0% |
| 30D | +2.5% | -14.7% | +17.2% | +5.6% |
| 3M | +10.0% | -20.8% | +30.8% | +14.2% |
| 6M | +15.1% | -35.3% | +50.4% | +24.2% |
| YTD | -2.2% | -40.3% | +38.1% | +6.7% |
| 1Y | +13.5% | -56.3% | +69.7% | +32.4% |
| 3Y | +135.2% | -56.1% | +191.3% | +159.0% |
| 5Y | +128.3% | +12.9% | +115.4% | +83.1% |
| All | +128.3% | +13.4% | +115.0% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling