-19.5%
GRAB vs WWD
+164.0%
-183.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -12.0% | -2.9% | -9.1% | -11.2% |
| 30D | -19.5% | -6.6% | -12.9% | -18.1% |
| 3M | -8.0% | -9.3% | +1.4% | -6.2% |
| 6M | -22.2% | -13.6% | -8.6% | -20.0% |
| YTD | -39.7% | +10.4% | -50.0% | -43.1% |
| 1Y | -43.2% | +39.9% | -83.1% | -51.1% |
| All | -19.5% | +164.0% | -183.5% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling