+2.5%
WFC vs BMNR
-46.4%
+48.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.9% |
| 7D | +4.5% | -1.5% | +5.9% | +4.5% |
| 30D | +7.4% | -18.9% | +26.2% | +8.4% |
| 3M | -0.5% | +20.1% | -20.6% | -2.2% |
| 6M | +11.7% | -4.7% | +16.3% | +11.3% |
| YTD | -4.6% | -20.0% | +15.3% | -5.6% |
| 1Y | +2.5% | -44.9% | +47.4% | +3.5% |
| All | +2.5% | -46.4% | +48.9% | +3.5% |
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