+150.7%
GDX vs WST
+1.0%
+149.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.4% |
| 7D | -6.8% | +4.2% | -11.0% | -7.3% |
| 30D | -2.1% | +11.2% | -13.3% | -3.4% |
| 3M | -7.5% | +20.4% | -27.9% | -9.7% |
| 6M | -15.2% | +37.9% | -53.0% | -18.6% |
| YTD | -4.8% | +51.8% | -56.6% | -10.1% |
| 1Y | +6.7% | +56.6% | -49.9% | +0.4% |
| 3Y | +212.7% | +24.2% | +188.5% | +190.8% |
| All | +150.7% | +1.0% | +149.8% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling