+191.5%
MAGS vs WCC
+163.9%
+27.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.3% |
| 7D | +0.5% | +4.5% | -3.9% | -0.5% |
| 30D | +1.5% | -5.8% | +7.3% | +2.7% |
| 3M | +0.5% | -3.7% | +4.1% | +0.7% |
| 6M | +11.6% | +23.1% | -11.5% | +4.8% |
| YTD | +5.3% | +44.2% | -38.9% | -5.3% |
| 1Y | +14.9% | +62.1% | -47.2% | -0.2% |
| 3Y | +128.9% | +121.1% | +7.8% | +76.1% |
| All | +191.5% | +163.9% | +27.6% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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