+79.5%
GDXJ vs WAT
+571.7%
-492.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.6% |
| 30D | +17.9% | +2.3% | +15.5% | +17.3% |
| 3M | +15.3% | +8.7% | +6.6% | +13.0% |
| 6M | -9.4% | +28.3% | -37.8% | -15.3% |
| YTD | +13.4% | +7.8% | +5.6% | +10.3% |
| 1Y | +59.7% | +36.6% | +23.1% | +45.4% |
| 3Y | +283.6% | +45.7% | +237.9% | +230.2% |
| 5Y | +217.6% | -3.3% | +220.9% | +201.1% |
| 10Y | +225.7% | +162.1% | +63.6% | +117.9% |
| All | +79.5% | +571.7% | -492.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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