+776.9%
IAU vs WAT
+864.8%
-87.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | -8.9% | +13.5% | -22.4% | -9.2% |
| 6M | -15.9% | +35.3% | -51.2% | -16.5% |
| YTD | -7.8% | +24.0% | -31.7% | -8.3% |
| 1Y | -3.8% | +22.0% | -25.7% | -4.3% |
| 3Y | +104.3% | +84.0% | +20.3% | +101.3% |
| 5Y | +111.2% | +34.4% | +76.8% | +108.6% |
| 10Y | +216.4% | +231.4% | -15.0% | +209.2% |
| All | +776.9% | +864.8% | -87.9% | +728.3% |
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 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