+212.3%
BMNR vs WAT
+13.6%
+198.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | -0.2% |
| 7D | -8.5% | -2.9% | -5.6% | -9.2% |
| 30D | +33.8% | -3.2% | +37.0% | +32.4% |
| 3M | +54.7% | +10.6% | +44.1% | +60.0% |
| 6M | +16.7% | +34.0% | -17.3% | +29.6% |
| YTD | -10.9% | +5.7% | -16.6% | -15.2% |
| 1Y | -46.9% | +37.1% | -84.0% | -28.8% |
| All | +212.3% | +13.6% | +198.8% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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