-18.4%
GRAB vs NWSA
+43.3%
-61.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -10.8% | -2.8% | -8.0% | -9.6% |
| 30D | -15.5% | +3.0% | -18.5% | -16.8% |
| 3M | -9.0% | +12.3% | -21.3% | -14.4% |
| 6M | -21.6% | +21.9% | -43.5% | -29.4% |
| YTD | -38.9% | +13.6% | -52.4% | -43.1% |
| 1Y | -44.8% | +0.5% | -45.3% | -45.1% |
| 3Y | -18.4% | +43.8% | -62.2% | -32.8% |
| All | -18.4% | +43.3% | -61.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling