+243.5%
WELL vs MAGS
+186.6%
+56.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -1.3% | +1.2% | -2.5% | -1.4% |
| 30D | +0.5% | -0.1% | +0.6% | +0.5% |
| 3M | +19.1% | +3.8% | +15.3% | +18.7% |
| 6M | +17.0% | +13.2% | +3.7% | +15.5% |
| YTD | +29.2% | +4.7% | +24.5% | +28.5% |
| 1Y | +42.1% | +14.4% | +27.8% | +39.9% |
| 3Y | +204.5% | +128.6% | +76.0% | +164.8% |
| All | +243.5% | +186.6% | +56.9% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling