+88.3%
WBD vs MAGS
+186.6%
-98.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -0.7% | +1.2% | -1.9% | -1.4% |
| 30D | +5.0% | -0.1% | +5.1% | +5.0% |
| 3M | +6.2% | +3.8% | +2.4% | +3.5% |
| 6M | +0.6% | +13.2% | -12.6% | -7.2% |
| YTD | -2.4% | +4.7% | -7.1% | -5.8% |
| 1Y | +127.7% | +14.4% | +113.3% | +107.6% |
| 3Y | +148.4% | +128.6% | +19.9% | +61.6% |
| All | +88.3% | +186.6% | -98.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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