-54.1%
BMNR vs NWSA
+3.5%
-57.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -13.4% | +0.8% | -7.5% |
| 7D | -12.3% | -10.1% | -2.2% | -8.0% |
| 30D | -27.5% | -7.3% | -20.2% | -24.5% |
| 3M | +3.1% | -8.6% | +11.7% | +8.0% |
| 6M | -17.7% | +4.4% | -22.2% | -17.1% |
| YTD | -30.0% | +2.1% | -32.2% | -26.5% |
| 1Y | -54.1% | +4.1% | -58.2% | -52.9% |
| All | -54.1% | +3.5% | -57.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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