+212.3%
BMNR vs WCC
+103.4%
+109.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.6% |
| 7D | -8.5% | +1.7% | -10.2% | -9.5% |
| 30D | +33.8% | -6.1% | +39.8% | +37.8% |
| 3M | +54.7% | +3.1% | +51.6% | +51.0% |
| 6M | +16.7% | +28.2% | -11.5% | +1.2% |
| YTD | -10.9% | +41.1% | -52.0% | -22.2% |
| 1Y | -46.9% | +61.3% | -108.2% | -46.3% |
| All | +212.3% | +103.4% | +109.0% | +1,181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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