+876.7%
IAU vs WAB
+3,265.9%
-2,389.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | -3.2% | +2.7% | -0.4% |
| 30D | +4.4% | -4.4% | +8.9% | +4.5% |
| 3M | -1.1% | +7.9% | -8.9% | -1.3% |
| 6M | -13.7% | +8.7% | -22.4% | -13.9% |
| YTD | +2.7% | +33.0% | -30.2% | +2.1% |
| 1Y | +24.6% | +46.7% | -22.0% | +23.7% |
| 3Y | +126.8% | +153.0% | -26.1% | +123.0% |
| 5Y | +139.5% | +222.3% | -82.8% | +134.3% |
| 10Y | +226.3% | +291.0% | -64.7% | +216.3% |
| All | +876.7% | +3,265.9% | -2,389.3% | +779.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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