+221.5%
GDXJ vs WCC
+134.5%
+87.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -8.1% | +9.9% | -18.0% | -10.5% |
| 30D | -5.5% | -8.4% | +3.0% | -3.9% |
| 3M | -14.6% | -10.3% | -4.2% | -12.7% |
| 6M | -23.2% | -10.5% | -12.7% | -21.7% |
| YTD | -13.0% | +32.2% | -45.1% | -19.6% |
| 1Y | +2.8% | +25.5% | -22.8% | -4.0% |
| 3Y | +221.5% | +134.7% | +86.8% | +142.9% |
| All | +221.5% | +134.5% | +87.0% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling