+266.3%
WMB vs IAU
+208.6%
+57.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.9% |
| 7D | -6.9% | +2.8% | -9.7% | -7.3% |
| 30D | -7.2% | -4.0% | -3.2% | -6.6% |
| 3M | -5.4% | -8.2% | +2.8% | -4.4% |
| 6M | -4.9% | -14.8% | +9.9% | -2.6% |
| YTD | +14.7% | -6.7% | +21.4% | +14.7% |
| 1Y | +14.7% | -2.2% | +16.9% | +13.6% |
| 3Y | +116.4% | +106.7% | +9.7% | +82.7% |
| 5Y | +198.5% | +114.8% | +83.7% | +148.0% |
| 10Y | +266.3% | +213.0% | +53.3% | +184.8% |
| All | +266.3% | +208.6% | +57.6% | +184.8% |
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