+24.8%
GDX vs WST
+47.3%
-22.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.9% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | -3.2% | +8.5% | -11.7% | -4.7% |
| 3M | +8.6% | +17.2% | -8.6% | +5.4% |
| 6M | -1.2% | +36.3% | -37.5% | -6.4% |
| YTD | -1.4% | +48.9% | -50.3% | -9.7% |
| 1Y | +24.8% | +42.9% | -18.1% | +14.7% |
| All | +24.8% | +47.3% | -22.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling