-43.2%
GRAB vs SW
+26.8%
-70.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +7.4% | +2.2% | +5.2% | +6.8% |
| 30D | +5.0% | +7.4% | -2.4% | +3.0% |
| 3M | -8.7% | -5.9% | -2.8% | -7.4% |
| 6M | -9.9% | +9.0% | -18.9% | -12.0% |
| YTD | -32.9% | +18.1% | -51.0% | -35.6% |
| 1Y | -43.2% | +28.7% | -71.9% | -47.0% |
| All | -43.2% | +26.8% | -70.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling