+223.1%
BMNR vs WAB
+39.1%
+183.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.4% | +2.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +39.9% | -4.1% | +44.0% | +47.4% |
| 3M | +51.5% | +8.2% | +43.3% | +29.5% |
| 6M | +18.9% | +15.4% | +3.5% | -13.9% |
| YTD | -7.8% | +33.1% | -41.0% | -56.3% |
| 1Y | -47.6% | +48.1% | -95.7% | -84.6% |
| All | +223.1% | +39.1% | +183.9% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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