+1,359.8%
WDC vs MAGS
+128.8%
+1,231.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.6% |
| 7D | +6.0% | +1.2% | +4.8% | +4.6% |
| 30D | +9.9% | -0.1% | +10.0% | +9.6% |
| 3M | -9.4% | +3.8% | -13.2% | -13.1% |
| 6M | +94.7% | +13.2% | +81.5% | +72.8% |
| YTD | +177.4% | +4.7% | +172.6% | +163.8% |
| 1Y | +412.6% | +14.4% | +398.2% | +355.9% |
| 3Y | +1,359.8% | +128.6% | +1,231.2% | +650.2% |
| All | +1,359.8% | +128.8% | +1,231.0% | +650.2% |
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