-40.8%
BMNR vs WTW
+3.0%
-43.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.5% |
| 7D | +4.9% | -2.6% | +7.5% | +5.1% |
| 30D | +35.5% | -1.0% | +36.5% | +35.5% |
| 3M | +39.6% | +29.9% | +9.7% | +41.2% |
| 6M | +18.2% | +10.7% | +7.5% | +19.4% |
| YTD | -8.0% | +2.6% | -10.6% | -6.0% |
| 1Y | -40.8% | +2.8% | -43.6% | -37.4% |
| All | -40.8% | +3.0% | -43.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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