+286.5%
WM vs MGY
+168.1%
+118.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.9% |
| 7D | +0.8% | +2.6% | -1.8% | +0.5% |
| 30D | +13.8% | -2.0% | +15.8% | +13.9% |
| 3M | +6.4% | -7.8% | +14.2% | +7.0% |
| 6M | +13.2% | -13.9% | +27.1% | +14.4% |
| YTD | +10.8% | +11.6% | -0.9% | +9.2% |
| 1Y | +20.2% | +6.7% | +13.4% | +18.9% |
| 3Y | +46.5% | +20.6% | +25.8% | +41.8% |
| 5Y | +61.3% | +32.4% | +28.9% | +51.8% |
| All | +286.5% | +168.1% | +118.4% | +204.9% |
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