+107.1%
WFC vs MGY
+210.8%
-103.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +0.4% | +1.5% | -1.0% | 0.0% |
| 30D | +2.5% | +6.8% | -4.4% | +0.2% |
| 3M | +10.0% | +2.6% | +7.4% | +8.2% |
| 6M | +15.1% | -3.1% | +18.2% | +14.4% |
| YTD | -2.2% | +29.4% | -31.6% | -11.7% |
| 1Y | +13.5% | +22.3% | -8.9% | +3.9% |
| 3Y | +135.2% | +26.6% | +108.7% | +108.6% |
| 5Y | +128.3% | +92.1% | +36.2% | +65.0% |
| All | +107.1% | +210.8% | -103.7% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling