+108.5%
WFC vs MGY
+210.4%
-101.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.4% | +3.5% | -3.2% | -0.7% |
| 30D | +1.5% | +5.3% | -3.7% | -0.3% |
| 3M | +10.2% | +2.6% | +7.6% | +8.4% |
| 6M | +18.8% | -3.3% | +22.1% | +18.2% |
| YTD | -1.5% | +29.2% | -30.7% | -11.1% |
| 1Y | +13.5% | +18.0% | -4.5% | +5.2% |
| 3Y | +135.0% | +30.0% | +104.9% | +106.7% |
| 5Y | +130.1% | +92.7% | +37.4% | +66.0% |
| All | +108.5% | +210.4% | -101.9% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling