+326.3%
GDX vs WCN
+322.1%
+4.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -6.8% | +2.6% | -9.4% | -7.4% |
| 30D | -2.1% | +23.9% | -26.0% | -7.3% |
| 3M | -7.5% | +17.4% | -24.9% | -11.2% |
| 6M | -15.2% | +28.0% | -43.2% | -20.9% |
| YTD | -4.8% | +11.6% | -16.4% | -7.9% |
| 1Y | +6.7% | +16.9% | -10.1% | +1.8% |
| 3Y | +212.7% | +51.6% | +161.1% | +180.3% |
| 5Y | +151.7% | +48.0% | +103.7% | +126.0% |
| All | +326.3% | +322.1% | +4.2% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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