-25.7%
WDAY vs MAGS
+128.8%
-154.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.6% |
| 7D | -6.1% | +1.2% | -7.3% | -6.6% |
| 30D | +3.7% | -0.1% | +3.8% | +3.9% |
| 3M | +29.6% | +3.8% | +25.8% | +27.5% |
| 6M | +23.3% | +13.2% | +10.1% | +16.2% |
| YTD | -13.3% | +4.7% | -18.0% | -15.2% |
| 1Y | -19.6% | +14.4% | -34.0% | -24.8% |
| 3Y | -25.7% | +128.6% | -154.2% | -50.5% |
| All | -25.7% | +128.8% | -154.4% | -50.5% |
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