-17.7%
WDAY vs GRAB
-74.3%
+56.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -5.2% | -10.8% | +5.7% | -3.4% |
| 30D | +5.9% | -15.5% | +21.5% | +8.9% |
| 3M | +42.3% | -9.0% | +51.2% | +44.6% |
| 6M | +34.7% | -21.6% | +56.3% | +39.8% |
| YTD | -13.5% | -38.9% | +25.3% | -6.8% |
| 1Y | -18.1% | -44.8% | +26.8% | -10.6% |
| 3Y | -26.4% | -18.4% | -7.9% | -26.1% |
| 5Y | -30.6% | -71.6% | +41.0% | -27.3% |
| All | -17.7% | -74.3% | +56.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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