+149.0%
WMB vs MAGS
+128.8%
+20.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | +6.7% | +3.8% | +2.9% | +5.9% |
| 6M | +3.6% | +13.2% | -9.6% | +0.8% |
| YTD | +28.0% | +4.7% | +23.3% | +26.6% |
| 1Y | +37.6% | +14.4% | +23.2% | +33.2% |
| 3Y | +149.0% | +128.6% | +20.5% | +118.2% |
| All | +149.0% | +128.8% | +20.3% | +118.2% |
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