+1,519.2%
WDC vs MAGS
+188.2%
+1,331.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +7.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.1% |
| 30D | -10.0% | +1.5% | -11.5% | -11.5% |
| 3M | -18.8% | +0.5% | -19.2% | -19.4% |
| 6M | +79.0% | +11.6% | +67.4% | +61.8% |
| YTD | +171.6% | +5.3% | +166.3% | +157.6% |
| 1Y | +417.4% | +14.9% | +402.5% | +360.6% |
| 3Y | +1,251.8% | +128.9% | +1,122.9% | +632.7% |
| All | +1,519.2% | +188.2% | +1,331.0% | +713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling