+924.4%
WDC vs MAGS
+184.9%
+739.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.7% |
| 7D | +12.1% | +1.7% | +10.4% | +10.6% |
| 30D | -18.8% | -5.8% | -13.0% | -13.4% |
| 3M | -39.3% | +0.2% | -39.6% | -39.1% |
| 6M | -40.1% | -2.7% | -37.5% | -38.4% |
| YTD | +71.8% | +4.1% | +67.7% | +66.1% |
| 1Y | +88.5% | +7.5% | +81.0% | +78.0% |
| 3Y | +770.0% | +122.0% | +647.9% | +392.3% |
| All | +924.4% | +184.9% | +739.5% | +424.5% |
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 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