-38.3%
GRAB vs WETO
-99.3%
+61.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.0% | +3.6% |
| 7D | +26.1% | +4.5% | +21.6% | +26.1% |
| 30D | +13.4% | -17.7% | +31.1% | +13.3% |
| 3M | -7.0% | -83.1% | +76.1% | -7.9% |
| 6M | -5.4% | -98.3% | +92.9% | -5.6% |
| YTD | -30.3% | -99.0% | +68.8% | -30.1% |
| 1Y | -38.3% | -99.3% | +61.0% | -37.4% |
| All | -38.3% | -99.3% | +61.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling