+53.2%
WM vs MAGS
+186.7%
-133.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.3% |
| 7D | -0.5% | +1.3% | -1.8% | -0.4% |
| 30D | +13.3% | -6.3% | +19.6% | +13.0% |
| 3M | +4.4% | -0.1% | +4.5% | +4.4% |
| 6M | +10.8% | -0.8% | +11.6% | +10.9% |
| YTD | +9.1% | +4.7% | +4.3% | +9.3% |
| 1Y | +19.1% | +6.8% | +12.4% | +19.4% |
| 3Y | +45.7% | +128.9% | -83.3% | +46.6% |
| All | +53.2% | +186.7% | -133.5% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling