-40.8%
BMNR vs WST
+37.6%
-78.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.4% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +35.5% | -3.1% | +38.6% | +36.7% |
| 3M | +39.6% | +7.2% | +32.4% | +36.7% |
| 6M | +18.2% | +36.8% | -18.6% | +6.5% |
| YTD | -8.0% | +23.8% | -31.9% | -17.6% |
| 1Y | -40.8% | +37.8% | -78.6% | -43.3% |
| All | -40.8% | +37.6% | -78.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling