-72.0%
GRAB vs WST
-24.9%
-47.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -12.0% | +0.4% | -12.4% | -12.1% |
| 30D | -19.5% | -2.0% | -17.5% | -19.2% |
| 3M | -8.0% | +4.1% | -12.0% | -8.8% |
| 6M | -22.2% | +47.4% | -69.7% | -28.4% |
| YTD | -39.7% | +25.4% | -65.1% | -42.8% |
| 1Y | -43.2% | +35.3% | -78.5% | -47.3% |
| 3Y | -19.1% | -11.7% | -7.4% | -20.7% |
| 5Y | -72.0% | -24.0% | -48.0% | -74.0% |
| All | -72.0% | -24.9% | -47.1% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling