+118.4%
WM vs GRAB
-71.8%
+190.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.3% |
| 7D | +1.2% | +7.4% | -6.2% | +1.2% |
| 30D | +13.7% | +5.0% | +8.7% | +13.7% |
| 3M | +5.2% | -8.7% | +13.9% | +5.2% |
| 6M | +11.2% | -9.9% | +21.1% | +11.2% |
| YTD | +9.4% | -32.9% | +42.3% | +9.3% |
| 1Y | +20.4% | -43.2% | +63.6% | +20.3% |
| 3Y | +44.7% | +2.4% | +42.2% | +44.5% |
| 5Y | +58.5% | -77.9% | +136.4% | +53.9% |
| All | +118.4% | -71.8% | +190.2% | +117.1% |
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