+223.1%
BMNR vs WM
-8.5%
+231.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +0.2% | -2.1% | +2.3% | -0.2% |
| 30D | +39.9% | -5.3% | +45.2% | +38.0% |
| 3M | +51.5% | -2.0% | +53.5% | +49.9% |
| 6M | +18.9% | -8.6% | +27.5% | +21.2% |
| YTD | -7.8% | -1.6% | -6.2% | -10.5% |
| 1Y | -47.6% | -1.2% | -46.4% | -45.7% |
| All | +223.1% | -8.5% | +231.6% | +597.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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