+445.9%
ASX vs ITW
+21.4%
+424.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.4% |
| 7D | +6.3% | -0.4% | +6.7% | +6.5% |
| 30D | +6.4% | -9.4% | +15.8% | +11.9% |
| 3M | +13.1% | +7.1% | +6.0% | +7.6% |
| 6M | +90.3% | -1.9% | +92.1% | +89.8% |
| YTD | +149.6% | +10.4% | +139.2% | +132.2% |
| 1Y | +249.2% | +3.3% | +245.9% | +237.8% |
| 3Y | +445.9% | +21.0% | +424.9% | +360.5% |
| All | +445.9% | +21.4% | +424.5% | +360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling