+859.8%
IAU vs WSM
+2,009.0%
-1,149.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.7% | +2.6% | -1.8% | +0.7% |
| 30D | +0.3% | -9.5% | +9.8% | +0.4% |
| 3M | +0.7% | +12.9% | -12.2% | +0.6% |
| 6M | -15.5% | +23.0% | -38.5% | -15.6% |
| YTD | +1.0% | +28.9% | -28.0% | +0.7% |
| 1Y | +19.6% | +13.7% | +5.9% | +19.4% |
| 3Y | +125.4% | +232.6% | -107.2% | +123.6% |
| 5Y | +140.7% | +185.9% | -45.1% | +138.7% |
| 10Y | +218.1% | +998.6% | -780.5% | +215.4% |
| All | +859.8% | +2,009.0% | -1,149.2% | +838.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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