+223.1%
BMNR vs GWW
+20.0%
+203.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.8% | +2.4% |
| 7D | +0.2% | -3.4% | +3.6% | +5.6% |
| 30D | +39.9% | -1.9% | +41.8% | +44.0% |
| 3M | +51.5% | -2.4% | +53.9% | +50.6% |
| 6M | +18.9% | +15.7% | +3.2% | -20.8% |
| YTD | -7.8% | +27.6% | -35.4% | -61.3% |
| 1Y | -47.6% | +27.2% | -74.8% | -78.0% |
| All | +223.1% | +20.0% | +203.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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