-41.9%
GRAB vs WTW
+8.6%
-50.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.7% | +7.0% |
| 7D | +22.2% | +4.9% | +17.3% | +21.0% |
| 30D | +6.0% | +17.1% | -11.1% | +2.8% |
| 3M | -9.7% | -0.3% | -9.3% | -9.8% |
| 6M | -7.2% | +30.7% | -37.8% | -10.8% |
| YTD | -32.7% | +3.7% | -36.4% | -34.3% |
| 1Y | -41.9% | +5.9% | -47.8% | -43.4% |
| All | -41.9% | +8.6% | -50.5% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling