+113.2%
WDC vs BMNR
-46.4%
+159.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.8% | -12.6% | -8.4% |
| 7D | -18.3% | -1.5% | -16.9% | -18.0% |
| 30D | -26.7% | -18.9% | -7.8% | -22.4% |
| 3M | -40.9% | +20.1% | -61.0% | -45.5% |
| 6M | -26.8% | -4.7% | -22.1% | -28.2% |
| YTD | +88.2% | -20.0% | +108.1% | +85.1% |
| 1Y | +113.2% | -44.9% | +158.1% | +120.8% |
| All | +113.2% | -46.4% | +159.6% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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