+210.4%
MGY vs WWD
+420.7%
-210.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | +3.5% | -2.6% | +6.1% | +4.7% |
| 30D | +5.3% | -6.9% | +12.2% | +8.4% |
| 3M | +2.6% | -13.0% | +15.7% | +7.7% |
| 6M | -3.3% | -12.5% | +9.2% | -1.5% |
| YTD | +29.2% | +11.8% | +17.4% | +14.9% |
| 1Y | +18.0% | +41.1% | -23.0% | -8.4% |
| 3Y | +30.0% | +163.1% | -133.0% | -31.5% |
| 5Y | +92.7% | +187.6% | -95.0% | -7.6% |
| All | +210.4% | +420.7% | -210.3% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling