-18.7%
GRAB vs WST
-13.7%
-5.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.2% | -6.4% |
| 7D | -13.9% | -1.7% | -12.2% | -13.8% |
| 30D | -17.2% | -4.3% | -12.9% | -16.9% |
| 3M | -7.9% | +0.7% | -8.6% | -8.0% |
| 6M | -23.2% | +36.0% | -59.3% | -25.4% |
| YTD | -39.1% | +22.7% | -61.8% | -40.4% |
| 1Y | -42.5% | +34.1% | -76.6% | -44.3% |
| All | -18.7% | -13.7% | -5.0% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling