-13.2%
WDAY vs MAGS
+122.1%
-135.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.2% |
| 7D | +1.8% | +1.7% | +0.2% | +1.1% |
| 30D | +4.1% | -5.8% | +9.8% | +6.7% |
| 3M | -4.8% | +0.2% | -5.1% | -5.2% |
| 6M | +68.6% | -2.7% | +71.3% | +70.0% |
| YTD | -8.5% | +4.1% | -12.6% | -10.6% |
| 1Y | -12.1% | +7.5% | -19.6% | -15.4% |
| 3Y | -13.2% | +122.0% | -135.2% | -38.5% |
| All | -13.2% | +122.1% | -135.3% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling