-71.6%
GRAB vs WAT
-5.1%
-66.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -12.0% | -2.9% | -9.1% | -11.4% |
| 30D | -19.5% | -3.2% | -16.3% | -18.9% |
| 3M | -8.0% | +10.6% | -18.5% | -10.2% |
| 6M | -22.2% | +34.0% | -56.3% | -27.9% |
| YTD | -39.7% | +5.7% | -45.4% | -41.1% |
| 1Y | -43.2% | +37.1% | -80.3% | -48.2% |
| 3Y | -19.1% | +52.4% | -71.5% | -32.0% |
| All | -71.6% | -5.1% | -66.5% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling