+283.3%
WMB vs IAU
+210.5%
+72.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.1% |
| 7D | +8.1% | -5.5% | +13.5% | +8.9% |
| 30D | -6.9% | -7.0% | +0.1% | -6.0% |
| 3M | -5.1% | -12.3% | +7.2% | -3.4% |
| 6M | -5.7% | -17.9% | +12.2% | -3.0% |
| YTD | +18.1% | -10.3% | +28.4% | +18.7% |
| 1Y | +18.4% | -7.9% | +26.3% | +18.4% |
| 3Y | +122.7% | +98.7% | +24.1% | +89.3% |
| 5Y | +202.0% | +105.0% | +97.0% | +152.8% |
| All | +283.3% | +210.5% | +72.7% | +196.4% |
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