+360.7%
WMB vs GRAB
-74.3%
+435.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -1.8% | -10.8% | +9.1% | -1.4% |
| 30D | -1.2% | -15.5% | +14.4% | -0.6% |
| 3M | +2.5% | -9.0% | +11.4% | +2.7% |
| 6M | -0.7% | -21.6% | +20.9% | +0.1% |
| YTD | +23.0% | -38.9% | +61.8% | +25.0% |
| 1Y | +26.7% | -44.8% | +71.5% | +29.2% |
| 3Y | +140.2% | -18.4% | +158.6% | +139.9% |
| 5Y | +271.1% | -71.6% | +342.7% | +268.9% |
| All | +360.7% | -74.3% | +435.0% | +365.9% |
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