-74.7%
GRAB vs NWSA
+74.9%
-149.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -12.0% | -4.8% | -7.2% | -9.9% |
| 30D | -19.5% | +3.0% | -22.5% | -20.7% |
| 3M | -8.0% | +9.3% | -17.3% | -12.3% |
| 6M | -22.2% | +23.2% | -45.4% | -30.2% |
| YTD | -39.7% | +13.3% | -53.0% | -43.8% |
| 1Y | -43.2% | +2.9% | -46.1% | -44.7% |
| 3Y | -19.1% | +43.3% | -62.4% | -33.6% |
| 5Y | -72.0% | +40.9% | -112.9% | -77.6% |
| All | -74.7% | +74.9% | -149.6% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling