+35.2%
FROG vs BWA
+98.6%
-63.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.9% |
| 7D | -11.3% | +5.7% | -16.9% | -12.4% |
| 30D | +3.6% | +1.4% | +2.2% | +3.3% |
| 3M | +1.7% | -12.1% | +13.8% | +4.3% |
| 6M | +123.5% | +28.6% | +95.0% | +109.2% |
| YTD | +40.2% | +51.1% | -10.8% | +25.3% |
| 1Y | +81.0% | +55.9% | +25.1% | +60.2% |
| 3Y | +194.8% | +70.1% | +124.6% | +148.0% |
| 5Y | +131.8% | +90.7% | +41.1% | +80.8% |
| All | +35.2% | +98.6% | -63.4% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling