+131.4%
WMT vs IAU
+138.0%
-6.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -6.4% | -1.1% | -5.3% | -6.4% |
| 3M | -12.1% | +5.8% | -17.9% | -12.5% |
| 6M | -15.0% | -16.9% | +2.0% | -13.6% |
| YTD | -4.5% | +0.1% | -4.6% | -5.3% |
| 1Y | +6.2% | +18.4% | -12.2% | +3.0% |
| 3Y | +99.9% | +123.6% | -23.7% | +78.4% |
| 5Y | +131.4% | +138.7% | -7.3% | +101.7% |
| All | +131.4% | +138.0% | -6.5% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling