-74.4%
GRAB vs BWA
+102.8%
-177.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.1% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -17.2% | -5.6% | -11.6% | -16.0% |
| 3M | -7.9% | -10.7% | +2.8% | -5.5% |
| 6M | -23.2% | +23.2% | -46.4% | -28.4% |
| YTD | -39.1% | +46.0% | -85.1% | -46.8% |
| 1Y | -42.5% | +51.2% | -93.7% | -50.5% |
| 3Y | -18.3% | +69.6% | -87.8% | -34.1% |
| 5Y | -71.7% | +86.6% | -158.3% | -79.2% |
| All | -74.4% | +102.8% | -177.2% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling