+297.5%
GDXJ vs WST
-13.7%
+311.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | +8.8% | -4.3% | +13.1% | +9.2% |
| 3M | +29.8% | +0.7% | +29.1% | +29.8% |
| 6M | -5.8% | +36.0% | -41.8% | -7.9% |
| YTD | +13.6% | +22.7% | -9.1% | +11.6% |
| 1Y | +54.5% | +34.1% | +20.4% | +50.9% |
| All | +297.5% | -13.7% | +311.2% | +304.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling