+267.0%
WFC vs GRAB
-74.3%
+341.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +0.4% | -10.8% | +11.2% | +1.2% |
| 30D | +1.5% | -15.5% | +17.0% | +2.9% |
| 3M | +10.2% | -9.0% | +19.2% | +10.9% |
| 6M | +18.8% | -21.6% | +40.4% | +20.9% |
| YTD | -1.5% | -38.9% | +37.4% | +2.0% |
| 1Y | +13.5% | -44.8% | +58.4% | +18.4% |
| 3Y | +135.0% | -18.4% | +153.4% | +137.6% |
| 5Y | +130.1% | -71.6% | +201.7% | +123.1% |
| All | +267.0% | -74.3% | +341.3% | +273.1% |
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