+30.6%
WELL vs MAGS
+3.8%
+26.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +10.2% | -7.1% | +17.3% | +9.7% |
| 3M | +6.1% | -0.7% | +6.8% | +6.0% |
| 6M | +16.6% | -1.5% | +18.2% | +17.4% |
| YTD | +35.3% | +3.9% | +31.4% | +34.1% |
| All | +30.6% | +3.8% | +26.8% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling