-74.4%
GRAB vs WEC
+34.5%
-108.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.6% | -6.6% |
| 7D | -13.9% | +0.4% | -14.3% | -13.8% |
| 30D | -17.2% | +0.9% | -18.1% | -17.1% |
| 3M | -7.9% | -5.3% | -2.6% | -8.4% |
| 6M | -23.2% | -6.6% | -16.7% | -23.8% |
| YTD | -39.1% | +3.3% | -42.3% | -38.7% |
| 1Y | -42.5% | +2.1% | -44.6% | -42.2% |
| 3Y | -18.3% | +39.6% | -57.9% | -13.6% |
| 5Y | -71.7% | +31.2% | -102.9% | -69.5% |
| All | -74.4% | +34.5% | -108.9% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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