+876.7%
IAU vs WAT
+738.7%
+138.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | +4.4% | +2.3% | +2.1% | +4.4% |
| 3M | -1.1% | +8.7% | -9.8% | -1.2% |
| 6M | -13.7% | +28.3% | -42.0% | -14.2% |
| YTD | +2.7% | +7.8% | -5.0% | +2.4% |
| 1Y | +24.6% | +36.6% | -12.0% | +23.7% |
| 3Y | +126.8% | +45.7% | +81.2% | +124.5% |
| 5Y | +139.5% | -3.3% | +142.8% | +137.8% |
| 10Y | +226.3% | +162.1% | +64.1% | +220.2% |
| All | +876.7% | +738.7% | +138.0% | +825.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling