-18.3%
WDAY vs MAGS
+13.0%
-31.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -10.5% | -1.8% | -8.8% | -9.8% |
| 30D | +2.1% | +1.1% | +1.0% | +1.8% |
| 3M | +34.6% | +7.7% | +26.9% | +31.6% |
| 6M | +29.9% | +11.7% | +18.2% | +25.5% |
| YTD | -13.8% | +4.9% | -18.7% | -14.1% |
| 1Y | -18.3% | +14.3% | -32.6% | -19.1% |
| All | -18.3% | +13.0% | -31.3% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling