+215.1%
GDXJ vs WCC
+541.6%
-326.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.1% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | +5.0% | -2.1% | +7.1% | +5.4% |
| 3M | +24.1% | +3.8% | +20.3% | +22.5% |
| 6M | -7.4% | +35.0% | -42.3% | -13.9% |
| YTD | +10.2% | +46.4% | -36.1% | +0.5% |
| 1Y | +42.5% | +63.0% | -20.4% | +26.6% |
| 3Y | +285.7% | +133.9% | +151.8% | +202.5% |
| 5Y | +231.9% | +226.5% | +5.3% | +128.9% |
| All | +215.1% | +541.6% | -326.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling