+127.9%
WFC vs GRAB
-72.0%
+199.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | -0.1% |
| 7D | +0.3% | -12.0% | +12.3% | +1.5% |
| 30D | +2.3% | -19.5% | +21.8% | +4.4% |
| 3M | +9.8% | -8.0% | +17.7% | +10.5% |
| 6M | +15.6% | -22.2% | +37.8% | +18.1% |
| YTD | -2.4% | -39.7% | +37.2% | +2.0% |
| 1Y | +13.8% | -43.2% | +57.0% | +19.5% |
| 3Y | +134.6% | -19.1% | +153.7% | +137.5% |
| 5Y | +127.9% | -72.0% | +199.9% | +121.1% |
| All | +127.9% | -72.0% | +199.9% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling