+103.1%
IAU vs WAT
+86.6%
+16.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -4.4% | +9.0% | -13.4% | -4.9% |
| 3M | -8.9% | +13.5% | -22.4% | -9.6% |
| 6M | -15.9% | +35.3% | -51.2% | -17.4% |
| YTD | -7.8% | +24.0% | -31.7% | -9.3% |
| 1Y | -3.8% | +22.0% | -25.7% | -5.3% |
| All | +103.1% | +86.6% | +16.6% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling