+144.0%
WDAY vs GDXJ
+245.9%
-102.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +1.8% | -8.1% | +9.9% | +2.8% |
| 30D | +4.1% | -5.5% | +9.5% | +4.5% |
| 3M | -4.8% | -14.6% | +9.7% | -3.6% |
| 6M | +68.6% | -23.2% | +91.8% | +72.2% |
| YTD | -8.5% | -13.0% | +4.4% | -9.6% |
| 1Y | -12.1% | +2.8% | -14.8% | -15.4% |
| 3Y | -13.2% | +221.5% | -234.7% | -32.3% |
| 5Y | -33.7% | +123.4% | -157.1% | -46.5% |
| All | +144.0% | +245.9% | -102.0% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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