+141.9%
IAU vs WAT
-4.9%
+146.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | +0.2% | -1.7% | +1.9% | +0.3% |
| 3M | +3.3% | +9.1% | -5.8% | +2.8% |
| 6M | -14.6% | +32.4% | -47.0% | -15.8% |
| YTD | +1.9% | +6.6% | -4.7% | +1.3% |
| 1Y | +20.9% | +34.7% | -13.8% | +18.8% |
| 3Y | +127.5% | +53.6% | +73.9% | +120.2% |
| 5Y | +141.9% | -4.1% | +146.0% | +135.1% |
| All | +141.9% | -4.9% | +146.8% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling