-74.3%
GRAB vs WU
-52.9%
-21.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -10.8% | -3.5% | -7.3% | -10.3% |
| 30D | -15.5% | -2.9% | -12.6% | -15.1% |
| 3M | -9.0% | -2.3% | -6.7% | -9.4% |
| 6M | -21.6% | -25.4% | +3.8% | -18.5% |
| YTD | -38.9% | -21.2% | -17.7% | -37.0% |
| 1Y | -44.8% | -8.9% | -36.0% | -44.7% |
| 3Y | -18.4% | -29.0% | +10.5% | -15.9% |
| 5Y | -71.6% | -50.7% | -20.9% | -70.4% |
| All | -74.3% | -52.9% | -21.4% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling