+8.2%
ASX vs ITW
+14.6%
-6.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.6% |
| 7D | +0.8% | -1.6% | +2.4% | +1.0% |
| 30D | -20.4% | +8.9% | -29.3% | -19.3% |
| 3M | -2.1% | -0.9% | -1.3% | -0.8% |
| 6M | +8.2% | +16.0% | -7.8% | -0.7% |
| All | +8.2% | +14.6% | -6.4% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling