-74.3%
GRAB vs WTW
+60.7%
-135.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -10.8% | -5.7% | -5.1% | -9.5% |
| 30D | -15.5% | -7.3% | -8.3% | -13.9% |
| 3M | -9.0% | +21.5% | -30.4% | -13.1% |
| 6M | -21.6% | +9.6% | -31.2% | -23.5% |
| YTD | -38.9% | -3.3% | -35.6% | -38.8% |
| 1Y | -44.8% | -6.1% | -38.7% | -44.4% |
| 3Y | -18.4% | +61.8% | -80.3% | -30.1% |
| 5Y | -71.6% | +42.7% | -114.3% | -75.3% |
| All | -74.3% | +60.7% | -135.1% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling