+223.1%
BMNR vs BWA
+111.1%
+112.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +2.0% | +3.2% |
| 7D | +0.2% | -1.3% | +1.6% | +0.5% |
| 30D | +39.9% | -2.9% | +42.8% | +40.5% |
| 3M | +51.5% | -10.7% | +62.2% | +53.1% |
| 6M | +18.9% | +26.5% | -7.6% | +20.7% |
| YTD | -7.8% | +49.1% | -56.9% | +1.8% |
| 1Y | -47.6% | +52.1% | -99.7% | -41.7% |
| All | +223.1% | +111.1% | +112.0% | +1,359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 all: compounded portfolio wealth divided by compounded BWA 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…
all analysis · Full analysis span regression · 6 months rolling