+188.2%
MAGS vs WWD
+257.0%
-68.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.7% | +4.0% | -2.3% | +0.6% |
| 30D | -5.8% | +0.4% | -6.2% | -6.0% |
| 3M | +0.2% | -7.9% | +8.2% | +2.1% |
| 6M | -2.7% | -10.6% | +8.0% | -0.9% |
| YTD | +4.1% | +9.4% | -5.3% | -1.0% |
| 1Y | +7.5% | +25.7% | -18.2% | -2.6% |
| 3Y | +122.0% | +148.5% | -26.5% | +67.6% |
| All | +188.2% | +257.0% | -68.7% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling