-5.2%
WDAY vs MAGS
+190.0%
-195.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | -5.2% | +0.6% | -5.8% | -5.4% |
| 30D | +5.9% | +3.2% | +2.7% | +4.5% |
| 3M | +42.3% | +7.7% | +34.6% | +37.5% |
| 6M | +34.7% | +12.5% | +22.3% | +27.0% |
| YTD | -13.5% | +6.0% | -19.5% | -16.1% |
| 1Y | -18.1% | +14.4% | -32.5% | -23.6% |
| 3Y | -26.4% | +127.5% | -153.9% | -53.7% |
| All | -5.2% | +190.0% | -195.3% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling