+222.8%
IAU vs WST
+325.7%
-102.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.2% | -1.7% | +1.8% | +0.2% |
| 30D | +0.2% | -4.3% | +4.5% | +0.3% |
| 3M | +3.3% | +0.7% | +2.5% | +3.2% |
| 6M | -14.6% | +36.0% | -50.6% | -15.2% |
| YTD | +1.9% | +22.7% | -20.9% | +1.3% |
| 1Y | +20.9% | +34.1% | -13.2% | +19.9% |
| 3Y | +127.5% | -13.6% | +141.0% | +127.1% |
| 5Y | +141.9% | -26.0% | +167.9% | +139.6% |
| 10Y | +222.8% | +335.8% | -113.0% | +224.2% |
| All | +222.8% | +325.7% | -102.9% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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