+428.1%
WMT vs IAU
+220.2%
+207.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | -7.4% | -1.5% | -5.9% | -7.3% |
| 3M | -10.9% | +3.3% | -14.1% | -11.2% |
| 6M | -12.7% | -16.2% | +3.6% | -11.1% |
| YTD | -3.2% | +0.7% | -3.9% | -4.0% |
| 1Y | +5.3% | +19.2% | -14.0% | +1.9% |
| 3Y | +101.9% | +124.4% | -22.6% | +78.6% |
| 5Y | +134.6% | +140.0% | -5.5% | +104.4% |
| All | +428.1% | +220.2% | +207.9% | +359.1% |
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