+1,008.4%
ASX vs GWW
+665.1%
+343.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | +22.1% | +3.7% | +18.4% | +20.6% |
| 30D | -23.8% | +13.6% | -37.4% | -27.1% |
| 3M | -7.6% | +15.4% | -23.0% | -12.3% |
| 6M | +6.9% | +21.8% | -14.9% | -0.4% |
| YTD | +127.7% | +50.0% | +77.6% | +96.2% |
| 1Y | +144.5% | +60.2% | +84.3% | +105.7% |
| 3Y | +377.8% | +94.4% | +283.4% | +270.5% |
| 5Y | +498.2% | +221.8% | +276.4% | +283.0% |
| All | +1,008.4% | +665.1% | +343.3% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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