+67.0%
FROG vs BWA
+51.3%
+15.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.4% | +1.7% | +5.8% |
| 7D | +27.1% | -0.6% | +27.7% | +27.6% |
| 30D | +5.8% | -16.1% | +21.9% | +10.2% |
| 3M | +20.8% | -24.6% | +45.5% | +28.5% |
| 6M | +53.3% | -15.7% | +69.0% | +57.7% |
| YTD | +73.2% | +15.1% | +58.1% | +64.3% |
| 1Y | +80.3% | +15.9% | +64.4% | +70.6% |
| 3Y | +318.3% | +67.1% | +251.2% | +254.4% |
| 5Y | +179.9% | +34.7% | +145.2% | +132.1% |
| All | +67.0% | +51.3% | +15.7% | +39.3% |
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 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