-72.7%
GRAB vs WAT
+71.5%
-144.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -4.6% |
| 7D | -6.1% | -0.7% | -5.3% | -5.9% |
| 30D | -11.2% | -1.0% | -10.2% | -11.0% |
| 3M | -2.4% | +10.9% | -13.3% | -5.0% |
| 6M | -18.3% | +33.2% | -51.5% | -24.6% |
| YTD | -34.9% | +6.1% | -40.9% | -36.5% |
| 1Y | -37.4% | +30.2% | -67.6% | -42.5% |
| 3Y | -12.6% | +52.9% | -65.5% | -27.5% |
| 5Y | -69.7% | -5.1% | -64.6% | -70.4% |
| All | -72.7% | +71.5% | -144.2% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling