+1,571.1%
WDC vs MAGS
+187.7%
+1,383.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.7% |
| 7D | +7.5% | +0.8% | +6.7% | +6.5% |
| 30D | +10.1% | +0.4% | +9.7% | +9.3% |
| 3M | -6.8% | +5.6% | -12.4% | -11.8% |
| 6M | +84.1% | +12.3% | +71.8% | +65.2% |
| YTD | +180.3% | +5.1% | +175.2% | +166.3% |
| 1Y | +411.1% | +14.0% | +397.1% | +358.0% |
| 3Y | +1,375.0% | +129.4% | +1,245.6% | +699.0% |
| All | +1,571.1% | +187.7% | +1,383.4% | +740.6% |
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