-71.2%
GRAB vs SW
+27.5%
-98.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -5.3% | -5.1% | -0.2% | -4.5% |
| 30D | -8.6% | -4.6% | -4.0% | -7.9% |
| 3M | -1.2% | +9.4% | -10.5% | -2.8% |
| 6M | -16.6% | +3.5% | -20.1% | -17.5% |
| YTD | -31.5% | +22.0% | -53.5% | -34.0% |
| 1Y | -32.3% | +2.2% | -34.5% | -33.3% |
| 3Y | -10.7% | +19.6% | -30.3% | -14.7% |
| 5Y | -67.9% | -2.3% | -65.5% | -69.4% |
| All | -71.2% | +27.5% | -98.8% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling