+218.0%
IAU vs WCC
+518.6%
-300.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.6% |
| 7D | -3.4% | +1.7% | -5.0% | -3.4% |
| 30D | -1.1% | -6.1% | +4.9% | -0.9% |
| 3M | +5.8% | +3.1% | +2.7% | +5.7% |
| 6M | -16.9% | +28.2% | -45.2% | -17.5% |
| YTD | +0.1% | +41.1% | -41.0% | -0.8% |
| 1Y | +18.4% | +61.3% | -42.9% | +17.1% |
| 3Y | +123.6% | +123.6% | -0.1% | +119.2% |
| 5Y | +138.7% | +214.8% | -76.0% | +131.9% |
| All | +218.0% | +518.6% | -300.6% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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