+167.4%
FROG vs BWA
+26.5%
+140.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +2.7% | +32.6% | +34.5% |
| 7D | +7.0% | -5.5% | +12.4% | +9.0% |
| 30D | +2.9% | -21.7% | +24.6% | +10.1% |
| 3M | +21.6% | -25.6% | +47.2% | +31.4% |
| 6M | +87.7% | -17.4% | +105.1% | +95.2% |
| YTD | +61.7% | +9.2% | +52.5% | +53.1% |
| 1Y | +113.7% | +9.7% | +103.9% | +101.9% |
| 3Y | +267.7% | +54.6% | +213.1% | +202.2% |
| All | +167.4% | +26.5% | +140.9% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling