-5.1%
WDAY vs MAGS
+187.7%
-192.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -7.4% | +0.8% | -8.2% | -7.7% |
| 30D | +1.0% | +0.4% | +0.6% | +1.0% |
| 3M | +32.7% | +5.6% | +27.1% | +29.4% |
| 6M | +25.6% | +12.3% | +13.3% | +18.4% |
| YTD | -13.4% | +5.1% | -18.5% | -15.6% |
| 1Y | -19.4% | +14.0% | -33.3% | -24.7% |
| 3Y | -25.8% | +129.4% | -155.1% | -53.7% |
| All | -5.1% | +187.7% | -192.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling