+302.1%
WMB vs IAU
+216.4%
+85.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.5% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +7.7% | +0.3% | +7.4% | +7.5% |
| 3M | +6.7% | +0.7% | +6.0% | +6.3% |
| 6M | +3.6% | -15.5% | +19.1% | +6.6% |
| YTD | +28.0% | +1.0% | +27.0% | +26.6% |
| 1Y | +37.6% | +19.6% | +18.1% | +31.3% |
| 3Y | +149.0% | +125.4% | +23.6% | +107.4% |
| 5Y | +285.3% | +140.7% | +144.6% | +215.3% |
| 10Y | +302.1% | +218.1% | +83.9% | +226.1% |
| All | +302.1% | +216.4% | +85.7% | +226.1% |
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