-74.3%
GRAB vs WST
+27.9%
-102.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.2% |
| 7D | -10.8% | +1.8% | -12.7% | -11.2% |
| 30D | -15.5% | -1.7% | -13.8% | -15.2% |
| 3M | -9.0% | +4.9% | -13.8% | -10.0% |
| 6M | -21.6% | +45.5% | -67.1% | -28.2% |
| YTD | -38.9% | +26.1% | -65.0% | -42.4% |
| 1Y | -44.8% | +31.7% | -76.5% | -48.8% |
| 3Y | -18.4% | -12.1% | -6.4% | -20.1% |
| 5Y | -71.6% | -23.6% | -48.1% | -71.4% |
| All | -74.3% | +27.9% | -102.2% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling