+615.6%
WDC vs MGY
+210.4%
+405.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | +3.5% | -7.9% | -5.4% |
| 30D | -1.5% | +5.3% | -6.8% | -3.3% |
| 3M | -15.5% | +2.6% | -18.1% | -17.1% |
| 6M | +66.5% | -3.3% | +69.7% | +64.6% |
| YTD | +159.9% | +29.2% | +130.6% | +130.9% |
| 1Y | +366.0% | +18.0% | +347.9% | +325.1% |
| 3Y | +1,285.8% | +30.0% | +1,255.8% | +1,094.4% |
| 5Y | +925.6% | +92.7% | +832.9% | +621.3% |
| All | +615.6% | +210.4% | +405.2% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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