+965.1%
ASX vs W
+176.2%
+788.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.2% |
| 7D | -0.7% | -4.2% | +3.5% | -0.1% |
| 30D | +2.0% | -7.6% | +9.6% | +3.1% |
| 3M | -1.3% | +37.2% | -38.5% | -7.0% |
| 6M | +71.4% | +26.3% | +45.1% | +62.9% |
| YTD | +135.3% | -1.0% | +136.3% | +130.8% |
| 1Y | +267.5% | +20.1% | +247.4% | +246.1% |
| 3Y | +388.5% | +37.8% | +350.7% | +322.5% |
| 5Y | +417.1% | -63.7% | +480.7% | +380.7% |
| 10Y | +872.7% | +156.3% | +716.4% | +558.6% |
| All | +965.1% | +176.2% | +788.9% | +607.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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