+141.9%
IAU vs WCC
+228.2%
-86.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +0.2% | +6.8% | -6.6% | -0.1% |
| 30D | +0.2% | -3.0% | +3.2% | +0.3% |
| 3M | +3.3% | +0.2% | +3.1% | +3.1% |
| 6M | -14.6% | +33.2% | -47.7% | -15.5% |
| YTD | +1.9% | +45.8% | -43.9% | +0.6% |
| 1Y | +20.9% | +68.4% | -47.5% | +19.1% |
| 3Y | +127.5% | +131.1% | -3.6% | +122.7% |
| 5Y | +141.9% | +225.6% | -83.7% | +140.1% |
| All | +141.9% | +228.2% | -86.3% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling