+11.9%
GDX vs WST
+49.4%
-37.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.7% | +1.1% | -0.3% | +0.5% |
| 30D | -3.8% | +12.4% | -16.1% | -5.9% |
| 3M | -5.4% | +17.6% | -23.0% | -8.4% |
| 6M | -12.7% | +28.3% | -41.0% | -16.6% |
| YTD | -0.7% | +50.5% | -51.2% | -9.8% |
| 1Y | +11.9% | +49.4% | -37.5% | +1.4% |
| All | +11.9% | +49.4% | -37.6% | +1.4% |
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