+223.1%
BMNR vs NWSA
+6.6%
+216.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.2% |
| 7D | +0.2% | -2.8% | +3.0% | +3.6% |
| 30D | +39.9% | +3.0% | +36.9% | +35.8% |
| 3M | +51.5% | +12.3% | +39.2% | +27.9% |
| 6M | +18.9% | +21.9% | -3.0% | -15.0% |
| YTD | -7.8% | +13.6% | -21.4% | -24.5% |
| 1Y | -47.6% | +0.5% | -48.1% | -32.9% |
| All | +223.1% | +6.6% | +216.5% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling