+16.1%
GDX vs WST
+47.8%
-31.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | +13.6% | -3.1% | +16.7% | +14.2% |
| 30D | +2.5% | +9.1% | -6.6% | +0.8% |
| 3M | +4.4% | +14.7% | -10.3% | +1.7% |
| 6M | -5.2% | +28.0% | -33.2% | -9.4% |
| YTD | +2.1% | +45.6% | -43.5% | -6.7% |
| All | +16.1% | +47.8% | -31.7% | +5.8% |
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 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