+512.7%
WPM vs BLDR
+372.1%
+140.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.3% | -3.3% |
| 7D | -3.6% | -8.1% | +4.5% | -2.8% |
| 30D | +12.5% | -21.5% | +34.0% | +15.2% |
| 3M | +40.6% | -21.0% | +61.6% | +43.4% |
| 6M | +0.5% | -37.1% | +37.6% | +4.6% |
| YTD | +29.0% | -42.7% | +71.7% | +35.2% |
| 1Y | +43.8% | -58.0% | +101.8% | +54.3% |
| 3Y | +266.3% | -57.8% | +324.1% | +286.2% |
| 5Y | +255.1% | +10.3% | +244.8% | +239.9% |
| All | +512.7% | +372.1% | +140.5% | +594.5% |
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