+33.9%
FROG vs WCC
+739.5%
-705.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | -5.5% | +8.5% | -14.0% | -7.3% |
| 30D | -3.1% | -1.0% | -2.1% | -3.0% |
| 3M | +1.2% | +2.1% | -0.9% | +0.2% |
| 6M | +113.7% | +36.8% | +76.8% | +96.0% |
| YTD | +38.9% | +47.7% | -8.9% | +24.4% |
| 1Y | +72.0% | +66.5% | +5.5% | +48.8% |
| 3Y | +217.1% | +134.2% | +83.0% | +144.4% |
| 5Y | +130.6% | +231.6% | -101.0% | +64.9% |
| All | +33.9% | +739.5% | -705.7% | -0.2% |
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