+219.7%
IAU vs WCN
+235.9%
-16.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -1.8% |
| 30D | -1.5% | -3.4% | +1.9% | -1.3% |
| 3M | +3.3% | +3.0% | +0.3% | +3.0% |
| 6M | -16.2% | -3.8% | -12.5% | -16.1% |
| YTD | +0.7% | -8.3% | +9.0% | +1.2% |
| 1Y | +19.2% | -9.7% | +29.0% | +20.0% |
| 3Y | +124.4% | +17.2% | +107.3% | +121.9% |
| 5Y | +140.0% | +25.3% | +114.8% | +136.1% |
| All | +219.7% | +235.9% | -16.2% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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