+67.0%
FROG vs WCC
+638.7%
-571.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +5.2% |
| 7D | +27.1% | -5.7% | +32.8% | +29.1% |
| 30D | +5.8% | -13.5% | +19.3% | +9.5% |
| 3M | +20.8% | -12.9% | +33.7% | +24.4% |
| 6M | +53.3% | -10.7% | +64.0% | +55.8% |
| YTD | +73.2% | +30.0% | +43.2% | +59.4% |
| 1Y | +80.3% | +24.7% | +55.6% | +67.5% |
| 3Y | +318.3% | +136.6% | +181.8% | +223.2% |
| 5Y | +179.9% | +143.9% | +36.0% | +104.3% |
| All | +67.0% | +638.7% | -571.8% | +28.0% |
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