-74.4%
GRAB vs WAB
+287.1%
-361.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.8% |
| 7D | -13.9% | +0.2% | -14.1% | -14.0% |
| 30D | -17.2% | -4.6% | -12.6% | -15.4% |
| 3M | -7.9% | +5.6% | -13.5% | -10.9% |
| 6M | -23.2% | +13.8% | -37.0% | -28.7% |
| YTD | -39.1% | +31.9% | -70.9% | -47.6% |
| 1Y | -42.5% | +48.3% | -90.8% | -53.4% |
| 3Y | -18.3% | +167.1% | -185.4% | -51.3% |
| 5Y | -71.7% | +222.9% | -294.6% | -84.4% |
| All | -74.4% | +287.1% | -361.5% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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