+24.6%
IAU vs WAT
+41.4%
-16.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | +4.4% | +2.3% | +2.1% | +4.3% |
| 3M | -1.1% | +8.7% | -9.8% | -1.6% |
| 6M | -13.7% | +28.3% | -42.0% | -14.9% |
| YTD | +2.7% | +7.8% | -5.0% | +1.2% |
| 1Y | +24.6% | +36.6% | -12.0% | +21.8% |
| All | +24.6% | +41.4% | -16.8% | +21.8% |
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