+428.1%
WMT vs BLDR
+383.3%
+44.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +1.2% |
| 7D | 0.0% | -8.2% | +8.2% | +0.7% |
| 30D | -7.4% | -16.6% | +9.2% | -6.1% |
| 3M | -10.9% | -23.2% | +12.3% | -9.3% |
| 6M | -12.7% | -33.7% | +21.1% | -10.3% |
| YTD | -3.2% | -41.3% | +38.1% | +0.2% |
| 1Y | +5.3% | -58.8% | +64.1% | +12.0% |
| 3Y | +101.9% | -57.5% | +159.3% | +109.8% |
| 5Y | +134.6% | +12.9% | +121.7% | +119.1% |
| All | +428.1% | +383.3% | +44.7% | +329.2% |
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 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