-74.4%
GRAB vs WU
-52.9%
-21.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -13.9% | -4.9% | -8.9% | -13.2% |
| 30D | -17.2% | -1.3% | -15.9% | -17.0% |
| 3M | -7.9% | -3.6% | -4.3% | -8.1% |
| 6M | -23.2% | -24.3% | +1.1% | -20.3% |
| YTD | -39.1% | -21.1% | -18.0% | -37.3% |
| 1Y | -42.5% | -10.3% | -32.2% | -42.3% |
| 3Y | -18.3% | -28.4% | +10.1% | -15.8% |
| 5Y | -71.7% | -51.2% | -20.5% | -70.6% |
| All | -74.4% | -52.9% | -21.6% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling