-74.3%
GRAB vs WAT
+73.8%
-148.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.9% |
| 7D | -10.8% | -0.3% | -10.6% | -10.8% |
| 30D | -15.5% | -1.9% | -13.6% | -15.1% |
| 3M | -9.0% | +13.5% | -22.5% | -11.9% |
| 6M | -21.6% | +37.2% | -58.8% | -28.1% |
| YTD | -38.9% | +7.5% | -46.4% | -40.6% |
| 1Y | -44.8% | +35.0% | -79.9% | -49.8% |
| 3Y | -18.4% | +55.1% | -73.5% | -32.5% |
| 5Y | -71.6% | -2.8% | -68.8% | -72.5% |
| All | -74.3% | +73.8% | -148.2% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling