-72.7%
GRAB vs WWD
+207.2%
-279.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -4.4% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | -11.2% | -6.4% | -4.8% | -9.5% |
| 3M | -2.4% | -5.6% | +3.2% | -1.6% |
| 6M | -18.3% | -9.1% | -9.2% | -17.0% |
| YTD | -34.9% | +12.5% | -47.4% | -38.8% |
| 1Y | -37.4% | +41.3% | -78.7% | -45.9% |
| 3Y | -12.6% | +170.2% | -182.9% | -40.5% |
| 5Y | -69.7% | +192.5% | -262.2% | -80.6% |
| All | -72.7% | +207.2% | -279.8% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling