-72.7%
GRAB vs WST
+24.7%
-97.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.8% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -11.2% | -4.6% | -6.6% | -10.3% |
| 3M | -2.4% | +5.7% | -8.1% | -3.7% |
| 6M | -18.3% | +37.6% | -55.9% | -24.3% |
| YTD | -34.9% | +23.0% | -57.9% | -38.3% |
| 1Y | -37.4% | +33.8% | -71.2% | -42.1% |
| 3Y | -12.6% | -13.4% | +0.7% | -14.3% |
| 5Y | -69.7% | -27.0% | -42.8% | -68.9% |
| All | -72.7% | +24.7% | -97.4% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling