+404.1%
WFC vs BLDR
+374.7%
+29.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.5% | -3.0% | +5.5% | +3.2% |
| 30D | +7.0% | +20.1% | -13.1% | +1.7% |
| 3M | -1.8% | -17.5% | +15.8% | +2.0% |
| 6M | +18.4% | -16.1% | +34.5% | +20.9% |
| YTD | -5.6% | -41.0% | +35.4% | +4.0% |
| 1Y | +3.9% | -41.6% | +45.5% | +14.4% |
| 3Y | +126.3% | -50.8% | +177.1% | +148.7% |
| 5Y | +91.1% | -10.8% | +101.9% | +73.9% |
| 10Y | +118.5% | +486.3% | -367.7% | +16.1% |
| All | +404.1% | +374.7% | +29.4% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling