+876.7%
IAU vs WWD
+3,382.1%
-2,505.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.5% |
| 30D | +4.4% | -7.2% | +11.6% | +4.6% |
| 3M | -1.1% | -3.8% | +2.8% | -1.0% |
| 6M | -13.7% | -9.9% | -3.8% | -13.6% |
| YTD | +2.7% | +14.8% | -12.1% | +2.4% |
| 1Y | +24.6% | +42.1% | -17.4% | +23.7% |
| 3Y | +126.8% | +170.8% | -43.9% | +122.3% |
| 5Y | +139.5% | +197.5% | -58.0% | +133.7% |
| 10Y | +226.3% | +477.8% | -251.6% | +213.6% |
| All | +876.7% | +3,382.1% | -2,505.4% | +744.4% |
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