+228.1%
GDXJ vs WST
-25.8%
+253.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +8.4% | -4.6% | +13.0% | +9.2% |
| 3M | +25.5% | +5.7% | +19.8% | +24.5% |
| 6M | -6.3% | +37.6% | -43.9% | -10.8% |
| YTD | +12.1% | +23.0% | -10.9% | +8.3% |
| 1Y | +51.1% | +33.8% | +17.2% | +43.7% |
| 3Y | +296.1% | -13.4% | +309.4% | +292.7% |
| 5Y | +228.1% | -27.0% | +255.1% | +181.6% |
| All | +228.1% | -25.8% | +253.9% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling