-44.9%
BMNR vs WST
+47.3%
-92.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.7% |
| 7D | -1.5% | +1.3% | -2.7% | -1.9% |
| 30D | -18.9% | +8.5% | -27.4% | -21.2% |
| 3M | +20.1% | +17.2% | +2.8% | +13.3% |
| 6M | -4.7% | +36.3% | -40.9% | -15.2% |
| YTD | -20.0% | +48.9% | -68.9% | -36.0% |
| 1Y | -44.9% | +42.9% | -87.8% | -54.5% |
| All | -44.9% | +47.3% | -92.2% | -54.5% |
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