+121.3%
WMB vs IAU
+99.0%
+22.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.8% | -4.6% | +12.4% | +8.3% |
| 30D | -5.1% | -5.4% | +0.3% | -4.6% |
| 3M | -4.7% | -10.9% | +6.2% | -3.7% |
| 6M | -7.4% | -17.4% | +10.0% | -5.3% |
| YTD | +17.5% | -10.2% | +27.7% | +17.3% |
| 1Y | +19.5% | -7.1% | +26.5% | +18.3% |
| 3Y | +121.3% | +97.7% | +23.6% | +73.3% |
| All | +121.3% | +99.0% | +22.3% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling