-74.4%
GRAB vs WPM
+314.5%
-388.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.5% | -6.7% |
| 7D | -13.9% | +3.9% | -17.8% | -14.8% |
| 30D | -17.2% | +17.7% | -34.8% | -21.0% |
| 3M | -7.9% | +39.4% | -47.3% | -16.7% |
| 6M | -23.2% | +6.4% | -29.7% | -25.6% |
| YTD | -39.1% | +34.0% | -73.1% | -45.5% |
| 1Y | -42.5% | +50.5% | -93.0% | -50.7% |
| 3Y | -18.3% | +280.3% | -298.6% | -49.9% |
| 5Y | -71.7% | +266.3% | -338.1% | -83.0% |
| All | -74.4% | +314.5% | -388.9% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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