+289.0%
GDX vs WST
+321.8%
-32.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | +9.5% | -4.6% | +14.1% | +10.1% |
| 3M | +25.1% | +5.7% | +19.4% | +24.3% |
| 6M | -2.9% | +37.6% | -40.5% | -6.5% |
| YTD | +14.7% | +23.0% | -8.3% | +11.7% |
| 1Y | +47.4% | +33.8% | +13.6% | +41.9% |
| 3Y | +259.7% | -13.4% | +273.0% | +255.4% |
| 5Y | +227.7% | -27.0% | +254.6% | +216.9% |
| 10Y | +289.0% | +324.5% | -35.6% | +259.8% |
| All | +289.0% | +321.8% | -32.9% | +259.8% |
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