+41.9%
WM vs GRAB
-18.7%
+60.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.1% |
| 7D | -2.1% | -10.8% | +8.7% | -2.3% |
| 30D | -5.3% | -15.5% | +10.2% | -5.5% |
| 3M | -2.0% | -9.0% | +7.0% | -2.1% |
| 6M | -8.6% | -21.6% | +13.0% | -8.8% |
| YTD | -1.6% | -38.9% | +37.3% | -2.1% |
| 1Y | -1.2% | -44.8% | +43.6% | -1.8% |
| 3Y | +41.9% | -18.4% | +60.4% | +39.5% |
| All | +41.9% | -18.7% | +60.6% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling