+33.9%
FROG vs BWA
+94.8%
-61.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -5.5% | +4.3% | -9.8% | -6.4% |
| 30D | -3.1% | -2.9% | -0.2% | -2.6% |
| 3M | +1.2% | -12.4% | +13.7% | +4.0% |
| 6M | +113.7% | +28.6% | +85.1% | +100.0% |
| YTD | +38.9% | +48.2% | -9.4% | +24.6% |
| 1Y | +72.0% | +50.9% | +21.1% | +53.4% |
| 3Y | +217.1% | +72.2% | +145.0% | +165.7% |
| 5Y | +130.6% | +91.1% | +39.5% | +80.5% |
| All | +33.9% | +94.8% | -61.0% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling