+827.1%
WMT vs IAU
+858.9%
-31.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | -5.0% | +0.3% | -5.3% | -5.0% |
| 3M | -11.3% | +0.7% | -12.0% | -11.3% |
| 6M | -13.8% | -15.5% | +1.7% | -13.9% |
| YTD | -4.2% | +1.0% | -5.2% | -4.2% |
| 1Y | +4.6% | +19.6% | -15.0% | +4.7% |
| 3Y | +100.5% | +125.4% | -25.0% | +102.8% |
| 5Y | +129.7% | +140.7% | -11.1% | +132.6% |
| 10Y | +423.4% | +218.1% | +205.3% | +439.9% |
| All | +827.1% | +858.9% | -31.9% | +1,004.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling