+210.8%
MGY vs WWD
+421.4%
-210.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +1.5% | +0.6% | +0.9% | +1.1% |
| 30D | +6.8% | -5.1% | +11.9% | +9.1% |
| 3M | +2.6% | -11.2% | +13.8% | +6.4% |
| 6M | -3.1% | -12.0% | +8.9% | -1.5% |
| YTD | +29.4% | +12.0% | +17.4% | +15.0% |
| 1Y | +22.3% | +42.8% | -20.5% | -5.7% |
| 3Y | +26.6% | +168.9% | -142.4% | -34.2% |
| 5Y | +92.1% | +192.2% | -100.1% | -8.7% |
| All | +210.8% | +421.4% | -210.5% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling