+330.8%
WM vs IAU
+210.5%
+120.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.7% |
| 7D | +1.2% | -5.5% | +6.6% | +1.5% |
| 30D | +15.2% | -7.0% | +22.2% | +15.7% |
| 3M | +8.3% | -12.3% | +20.6% | +9.1% |
| 6M | +13.1% | -17.9% | +31.1% | +14.7% |
| YTD | +12.5% | -10.3% | +22.8% | +12.6% |
| 1Y | +21.8% | -7.9% | +29.7% | +21.5% |
| 3Y | +48.8% | +98.7% | -49.9% | +35.7% |
| 5Y | +62.1% | +105.0% | -43.0% | +46.4% |
| All | +330.8% | +210.5% | +120.3% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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