+978.3%
WDC vs MAGS
+185.8%
+792.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +16.3% | +3.0% | +13.3% | +13.4% |
| 30D | -18.3% | -7.3% | -10.9% | -11.6% |
| 3M | -31.4% | +1.7% | -33.1% | -32.1% |
| 6M | -36.3% | -0.4% | -35.9% | -35.8% |
| YTD | +80.8% | +4.4% | +76.4% | +74.4% |
| 1Y | +87.7% | +5.1% | +82.6% | +80.9% |
| 3Y | +819.4% | +122.6% | +696.8% | +418.9% |
| All | +978.3% | +185.8% | +792.5% | +450.6% |
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 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