+3,582.5%
ASX vs ITW
+1,727.6%
+1,854.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.4% |
| 7D | +0.8% | -1.6% | +2.4% | +2.3% |
| 30D | -20.4% | +8.9% | -29.3% | -24.6% |
| 3M | -2.1% | -0.9% | -1.3% | -1.8% |
| 6M | +8.2% | +16.0% | -7.8% | -2.5% |
| YTD | +137.3% | +19.4% | +117.8% | +109.0% |
| 1Y | +155.0% | +20.7% | +134.3% | +122.7% |
| 3Y | +397.9% | +33.4% | +364.5% | +302.5% |
| 5Y | +529.2% | +39.1% | +490.1% | +392.3% |
| 10Y | +1,007.5% | +195.3% | +812.3% | +400.3% |
| All | +3,582.5% | +1,727.6% | +1,854.9% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling