+5.1%
MAGS vs WWD
+23.9%
-18.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.3% |
| 7D | +3.0% | +8.2% | -5.2% | +1.8% |
| 30D | -7.3% | -0.2% | -7.1% | -7.4% |
| 3M | +1.7% | -8.4% | +10.1% | +2.6% |
| 6M | -0.4% | -9.5% | +9.1% | 0.0% |
| YTD | +4.4% | +10.1% | -5.7% | +2.9% |
| 1Y | +5.1% | +21.6% | -16.5% | +2.3% |
| All | +5.1% | +23.9% | -18.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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