+263.6%
GDX vs WST
-15.4%
+279.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | +18.6% | -3.1% | +21.8% | +18.9% |
| 3M | +14.9% | +7.2% | +7.7% | +14.5% |
| 6M | -6.3% | +36.8% | -43.1% | -7.8% |
| YTD | +15.7% | +23.8% | -8.1% | +14.2% |
| 1Y | +54.8% | +37.8% | +17.1% | +52.1% |
| All | +263.6% | -15.4% | +279.0% | +264.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling