-74.3%
GRAB vs WSM
+355.0%
-429.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -10.8% | -0.5% | -10.3% | -10.7% |
| 30D | -15.5% | -7.7% | -7.8% | -13.6% |
| 3M | -9.0% | +3.8% | -12.7% | -10.1% |
| 6M | -21.6% | +22.7% | -44.3% | -26.4% |
| YTD | -38.9% | +28.0% | -66.9% | -43.6% |
| 1Y | -44.8% | +12.7% | -57.6% | -47.5% |
| 3Y | -18.4% | +231.3% | -249.7% | -48.8% |
| 5Y | -71.6% | +177.2% | -248.8% | -82.1% |
| All | -74.3% | +355.0% | -429.4% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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