-32.3%
GRAB vs WAT
+41.4%
-73.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -5.3% | -1.3% | -4.0% | -5.1% |
| 30D | -8.6% | +2.3% | -10.9% | -8.8% |
| 3M | -1.2% | +8.7% | -9.9% | -2.1% |
| 6M | -16.6% | +28.3% | -44.9% | -19.8% |
| YTD | -31.5% | +7.8% | -39.2% | -33.6% |
| 1Y | -32.3% | +36.6% | -68.9% | -31.4% |
| All | -32.3% | +41.4% | -73.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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