+46.2%
WM vs MAGS
+125.8%
-79.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.0% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | +13.1% | -8.4% | +21.4% | +12.7% |
| 3M | +3.6% | -1.5% | +5.2% | +3.5% |
| 6M | +8.1% | -1.4% | +9.4% | +8.1% |
| YTD | +8.9% | +2.4% | +6.5% | +9.0% |
| 1Y | +20.3% | +3.5% | +16.8% | +20.4% |
| 3Y | +46.2% | +125.3% | -79.1% | +41.4% |
| All | +46.2% | +125.8% | -79.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling