+75.3%
FROG vs WCC
+651.1%
-575.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.1% |
| 7D | +12.5% | +9.9% | +2.6% | +10.0% |
| 30D | +23.5% | -8.4% | +32.0% | +26.2% |
| 3M | +19.4% | -10.3% | +29.7% | +22.2% |
| 6M | +77.0% | -10.5% | +87.5% | +79.8% |
| YTD | +81.9% | +32.2% | +49.7% | +66.8% |
| 1Y | +90.7% | +25.5% | +65.1% | +76.8% |
| 3Y | +328.5% | +134.7% | +193.8% | +231.4% |
| 5Y | +207.0% | +139.9% | +67.1% | +123.1% |
| All | +75.3% | +651.1% | -575.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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