+637.6%
WDC vs MGY
+209.8%
+427.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +4.4% | +1.8% | +2.6% | +3.8% |
| 30D | +5.3% | +6.5% | -1.2% | +2.9% |
| 3M | -5.9% | +0.3% | -6.2% | -7.1% |
| 6M | +73.2% | -2.4% | +75.6% | +70.8% |
| YTD | +167.8% | +29.0% | +138.9% | +138.1% |
| 1Y | +386.0% | +17.0% | +369.0% | +344.7% |
| 3Y | +1,309.7% | +26.2% | +1,283.6% | +1,128.2% |
| 5Y | +957.1% | +92.3% | +864.8% | +643.9% |
| All | +637.6% | +209.8% | +427.8% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling