+210.7%
IAU vs WAT
+222.4%
-11.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -4.6% | +0.6% | -5.2% | -4.6% |
| 30D | -5.4% | +5.4% | -10.9% | -5.6% |
| 3M | -10.9% | +11.3% | -22.2% | -11.3% |
| 6M | -17.4% | +37.4% | -54.8% | -18.3% |
| YTD | -10.2% | +21.2% | -31.4% | -11.0% |
| 1Y | -7.1% | +21.3% | -28.4% | -7.9% |
| 3Y | +97.7% | +83.4% | +14.3% | +93.1% |
| 5Y | +105.3% | +29.0% | +76.3% | +101.4% |
| All | +210.7% | +222.4% | -11.8% | +206.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling