+2.9%
IAU vs WAT
+32.9%
-30.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | -0.3% | -1.9% | +1.7% | 0.0% |
| 30D | -1.9% | +6.2% | -8.1% | -2.4% |
| 3M | -0.4% | +18.1% | -18.5% | -2.0% |
| 6M | -10.1% | +54.9% | -65.0% | -12.8% |
| YTD | -5.9% | +23.1% | -29.0% | -8.9% |
| 1Y | +2.9% | +27.3% | -24.4% | -0.8% |
| All | +2.9% | +32.9% | -30.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling