+148.8%
WFC vs MAGS
+187.7%
-38.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +2.5% | +0.4% | +2.1% | +2.3% |
| 3M | +10.0% | +5.6% | +4.4% | +7.6% |
| 6M | +15.1% | +12.3% | +2.7% | +9.5% |
| YTD | -2.2% | +5.1% | -7.3% | -4.6% |
| 1Y | +13.5% | +14.0% | -0.5% | +7.2% |
| 3Y | +135.2% | +129.4% | +5.8% | +86.7% |
| All | +148.8% | +187.7% | -38.9% | +85.3% |
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