-53.0%
BMNR vs WOLF
+44.0%
-97.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.5% | +2.8% |
| 7D | +0.2% | -8.6% | +8.8% | +2.1% |
| 30D | +39.9% | -18.3% | +58.2% | +45.1% |
| 3M | +51.5% | -43.1% | +94.6% | +65.0% |
| 6M | +18.9% | +42.4% | -23.5% | -4.0% |
| YTD | -7.8% | +48.9% | -56.7% | -27.2% |
| All | -53.0% | +44.0% | -97.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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