+77.5%
GDXJ vs WAB
+1,377.0%
-1,299.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +4.3% | +1.7% | +2.6% | +3.8% |
| 30D | +8.4% | -2.4% | +10.9% | +9.2% |
| 3M | +25.5% | +9.7% | +15.8% | +21.9% |
| 6M | -6.3% | +16.5% | -22.9% | -10.3% |
| YTD | +12.1% | +33.7% | -21.6% | +3.3% |
| 1Y | +51.1% | +49.7% | +1.4% | +34.9% |
| 3Y | +296.1% | +170.9% | +125.1% | +197.1% |
| 5Y | +228.1% | +228.0% | +0.1% | +131.9% |
| 10Y | +211.8% | +284.8% | -73.0% | +90.5% |
| All | +77.5% | +1,377.0% | -1,299.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 all: compounded portfolio wealth divided by compounded WAB 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…
all analysis · Full analysis span regression · 6 months rolling