+250.7%
WM vs MGY
+199.8%
+50.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.3% | +2.1% | -2.4% | -0.5% |
| 30D | -2.4% | +13.8% | -16.2% | -3.6% |
| 3M | +0.4% | -4.3% | +4.7% | +0.7% |
| 6M | -9.5% | -5.1% | -4.4% | -9.3% |
| YTD | +0.5% | +24.8% | -24.3% | -1.8% |
| 1Y | -1.1% | +11.8% | -12.9% | -2.5% |
| 3Y | +46.0% | +23.5% | +22.5% | +41.2% |
| 5Y | +51.8% | +87.5% | -35.7% | +38.0% |
| All | +250.7% | +199.8% | +50.9% | +174.2% |
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