+127.7%
WMT vs GRAB
-74.3%
+202.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | 0.0% | -10.8% | +10.8% | +0.2% |
| 30D | -7.4% | -15.5% | +8.1% | -7.1% |
| 3M | -10.9% | -9.0% | -1.9% | -10.8% |
| 6M | -12.7% | -21.6% | +8.9% | -12.3% |
| YTD | -3.2% | -38.9% | +35.7% | -2.3% |
| 1Y | +5.3% | -44.8% | +50.1% | +6.4% |
| 3Y | +101.9% | -18.4% | +120.3% | +102.1% |
| 5Y | +134.6% | -71.6% | +206.2% | +136.9% |
| All | +127.7% | -74.3% | +202.0% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling