+240.1%
GDXJ vs WST
+325.7%
-85.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | +8.8% | -4.3% | +13.1% | +9.6% |
| 3M | +29.8% | +0.7% | +29.1% | +29.7% |
| 6M | -5.8% | +36.0% | -41.8% | -10.3% |
| YTD | +13.6% | +22.7% | -9.1% | +9.7% |
| 1Y | +54.5% | +34.1% | +20.4% | +46.8% |
| 3Y | +301.4% | -13.6% | +314.9% | +295.1% |
| 5Y | +236.3% | -26.0% | +262.3% | +224.6% |
| 10Y | +240.1% | +335.8% | -95.7% | +204.8% |
| All | +240.1% | +325.7% | -85.6% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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