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  • WDC vs GDXJ✓SelectedUSD · GDXJWDC vs GDXJ performance historyLatest closeAs of+2.14%09/08
Stock and ETF performance explorer

WDC vs GDXJ

vs
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Portfolio return
+1,951.5%
GDXJ return
+73.6%
Excess return
+1,877.8%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioGDXJExcessAlpha
1D+2.1%-1.2%+3.3%+2.4%
7D+6.0%+4.3%+1.7%+5.0%
30D+9.9%+8.4%+1.5%+7.8%
3M-9.4%+25.5%-34.9%-13.6%
6M+94.7%-6.3%+101.1%+95.3%
YTD+177.4%+12.1%+165.3%+169.5%
1Y+412.6%+51.1%+361.5%+372.8%
3Y+1,359.8%+296.1%+1,063.7%+1,036.0%
5Y+992.6%+228.1%+764.5%+759.9%
10Y+1,245.5%+211.8%+1,033.7%+917.0%
All+1,951.5%+73.6%+1,877.8%+1,452.4%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling