+954.6%
ASX vs GWW
+558.8%
+395.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.7% | +8.7% | +7.0% |
| 7D | +6.3% | -1.5% | +7.8% | +6.8% |
| 30D | +6.4% | +1.1% | +5.3% | +5.9% |
| 3M | +13.1% | -1.0% | +14.1% | +13.4% |
| 6M | +90.3% | +16.3% | +74.0% | +80.0% |
| YTD | +149.6% | +28.5% | +121.1% | +127.5% |
| 1Y | +249.2% | +30.3% | +218.9% | +216.2% |
| 3Y | +445.9% | +91.6% | +354.3% | +326.6% |
| 5Y | +477.7% | +224.0% | +253.8% | +272.0% |
| All | +954.6% | +558.8% | +395.8% | +496.0% |
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