+113.4%
WMB vs MAGS
+126.1%
-12.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.3% |
| 7D | -6.7% | +1.3% | -8.0% | -6.8% |
| 30D | -8.6% | -6.3% | -2.2% | -7.6% |
| 3M | -4.9% | -0.1% | -4.9% | -4.9% |
| 6M | -6.3% | -0.8% | -5.5% | -6.2% |
| YTD | +13.0% | +4.7% | +8.2% | +11.7% |
| 1Y | +14.9% | +6.8% | +8.1% | +13.1% |
| 3Y | +113.4% | +128.9% | -15.5% | +93.2% |
| All | +113.4% | +126.1% | -12.7% | +93.2% |
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