+98.3%
WM vs GRAB
-74.4%
+172.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.8% | -0.6% |
| 7D | -1.2% | -13.9% | +12.7% | -1.3% |
| 30D | -4.5% | -17.2% | +12.7% | -4.6% |
| 3M | -2.2% | -7.9% | +5.7% | -2.2% |
| 6M | -11.5% | -23.2% | +11.8% | -11.5% |
| YTD | -0.7% | -39.1% | +38.4% | -0.8% |
| 1Y | +0.3% | -42.5% | +42.9% | +0.2% |
| 3Y | +44.2% | -18.3% | +62.5% | +44.0% |
| 5Y | +51.6% | -71.7% | +123.3% | +48.3% |
| All | +98.3% | -74.4% | +172.7% | +97.0% |
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