+753.6%
IAU vs WWD
+3,217.5%
-2,463.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -4.6% | +4.0% | -8.5% | -4.7% |
| 30D | -5.4% | +0.4% | -5.8% | -5.5% |
| 3M | -10.9% | -7.9% | -3.0% | -10.7% |
| 6M | -17.4% | -10.6% | -6.7% | -17.2% |
| YTD | -10.2% | +9.4% | -19.6% | -10.4% |
| 1Y | -7.1% | +25.7% | -32.8% | -7.5% |
| 3Y | +97.7% | +148.5% | -50.8% | +94.1% |
| 5Y | +105.3% | +189.5% | -84.2% | +100.5% |
| 10Y | +208.0% | +451.8% | -243.7% | +196.4% |
| All | +753.6% | +3,217.5% | -2,463.9% | +638.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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