-74.3%
GRAB vs WCN
+59.7%
-134.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -3.1% | -7.7% | -10.1% |
| 30D | -15.5% | -3.4% | -12.1% | -14.7% |
| 3M | -9.0% | +3.0% | -11.9% | -9.8% |
| 6M | -21.6% | -3.8% | -17.8% | -21.0% |
| YTD | -38.9% | -8.3% | -30.6% | -37.6% |
| 1Y | -44.8% | -9.7% | -35.1% | -43.5% |
| 3Y | -18.4% | +17.2% | -35.6% | -24.3% |
| 5Y | -71.6% | +25.3% | -96.9% | -74.4% |
| All | -74.3% | +59.7% | -134.0% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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