-47.6%
BMNR vs NWSA
+3.0%
-50.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +0.2% | -2.8% | +3.0% | +1.0% |
| 30D | +39.9% | +3.0% | +36.9% | +39.5% |
| 3M | +51.5% | +12.3% | +39.2% | +46.6% |
| 6M | +18.9% | +21.9% | -3.0% | +11.3% |
| YTD | -7.8% | +13.6% | -21.4% | -9.3% |
| 1Y | -47.6% | +0.5% | -48.1% | -47.8% |
| All | -47.6% | +3.0% | -50.6% | -47.8% |
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