+326.3%
GDX vs WST
+456.5%
-130.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.4% |
| 7D | -6.8% | +4.2% | -11.0% | -7.2% |
| 30D | -2.1% | +11.2% | -13.3% | -3.3% |
| 3M | -7.5% | +20.4% | -27.9% | -9.5% |
| 6M | -15.2% | +37.9% | -53.0% | -18.4% |
| YTD | -4.8% | +51.8% | -56.6% | -9.7% |
| 1Y | +6.7% | +56.6% | -49.9% | +0.9% |
| 3Y | +212.7% | +24.2% | +188.5% | +194.0% |
| 5Y | +151.7% | +0.7% | +151.0% | +134.9% |
| All | +326.3% | +456.5% | -130.3% | +271.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling