+241.9%
WELL vs MAGS
+188.2%
+53.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -2.0% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -0.1% | +1.5% | -1.6% | -0.2% |
| 3M | +18.0% | +0.5% | +17.6% | +18.0% |
| 6M | +15.0% | +11.6% | +3.4% | +13.7% |
| YTD | +28.6% | +5.3% | +23.3% | +27.8% |
| 1Y | +42.9% | +14.9% | +28.0% | +40.7% |
| 3Y | +203.0% | +128.9% | +74.1% | +163.4% |
| All | +241.9% | +188.2% | +53.8% | +189.1% |
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