+81.0%
FROG vs BWA
+59.1%
+21.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.7% |
| 7D | -11.3% | +5.7% | -16.9% | -12.0% |
| 30D | +3.6% | +1.4% | +2.2% | +3.4% |
| 3M | +1.7% | -12.1% | +13.8% | +3.4% |
| 6M | +123.5% | +28.6% | +95.0% | +113.0% |
| YTD | +40.2% | +51.1% | -10.8% | +32.3% |
| 1Y | +81.0% | +55.9% | +25.1% | +70.3% |
| All | +81.0% | +59.1% | +21.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling