+159.0%
GDX vs WCN
+1,824.7%
-1,665.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.2% |
| 7D | -4.6% | +1.2% | -5.7% | -4.9% |
| 30D | -6.2% | +26.4% | -32.6% | -12.6% |
| 3M | -10.0% | +17.5% | -27.5% | -14.4% |
| 6M | -15.8% | +28.7% | -44.5% | -22.5% |
| YTD | -4.6% | +11.5% | -16.1% | -8.6% |
| 1Y | +4.0% | +15.9% | -11.8% | -1.6% |
| 3Y | +211.1% | +51.6% | +159.5% | +171.7% |
| 5Y | +152.3% | +47.9% | +104.3% | +120.6% |
| 10Y | +331.4% | +322.5% | +8.9% | +170.3% |
| All | +159.0% | +1,824.7% | -1,665.7% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling