+77.5%
GDXJ vs WCC
+1,261.7%
-1,184.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.6% | -1.8% |
| 7D | +4.3% | +8.5% | -4.2% | +1.9% |
| 30D | +8.4% | -1.0% | +9.4% | +8.6% |
| 3M | +25.5% | +2.1% | +23.4% | +24.4% |
| 6M | -6.3% | +36.8% | -43.2% | -14.2% |
| YTD | +12.1% | +47.7% | -35.6% | +0.6% |
| 1Y | +51.1% | +66.5% | -15.5% | +31.1% |
| 3Y | +296.1% | +134.2% | +161.9% | +198.5% |
| 5Y | +228.1% | +231.6% | -3.5% | +111.8% |
| 10Y | +211.8% | +508.1% | -296.3% | +43.5% |
| All | +77.5% | +1,261.7% | -1,184.2% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling