-74.3%
GRAB vs BWA
+107.1%
-181.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.0% |
| 7D | -10.8% | -1.3% | -9.5% | -10.5% |
| 30D | -15.5% | -2.9% | -12.6% | -15.0% |
| 3M | -9.0% | -10.7% | +1.8% | -6.6% |
| 6M | -21.6% | +26.5% | -48.1% | -27.4% |
| YTD | -38.9% | +49.1% | -88.0% | -46.9% |
| 1Y | -44.8% | +52.1% | -96.9% | -52.5% |
| 3Y | -18.4% | +72.6% | -91.0% | -34.5% |
| 5Y | -71.6% | +89.4% | -161.0% | -79.3% |
| All | -74.3% | +107.1% | -181.5% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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