+1,384.8%
WM vs IAU
+801.0%
+583.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | +4.5% | +1.9% | +2.6% | +4.4% |
| 30D | +16.1% | -1.7% | +17.8% | +16.1% |
| 3M | +8.0% | -3.6% | +11.6% | +8.1% |
| 6M | +8.4% | -10.1% | +18.6% | +8.8% |
| YTD | +11.2% | -5.1% | +16.4% | +11.2% |
| 1Y | +22.3% | +2.6% | +19.7% | +21.8% |
| 3Y | +50.2% | +104.1% | -53.8% | +44.7% |
| 5Y | +63.3% | +122.8% | -59.5% | +56.5% |
| 10Y | +355.0% | +206.5% | +148.5% | +332.8% |
| All | +1,384.8% | +801.0% | +583.8% | +1,252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling