+79.3%
FROG vs WCC
+27.1%
+52.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +48.2% | +14.2% | +34.0% | +43.7% |
| 30D | +11.4% | -9.8% | +21.2% | +12.4% |
| 3M | +28.5% | -10.1% | +38.7% | +29.5% |
| 6M | +63.7% | -9.4% | +73.1% | +63.4% |
| YTD | +77.1% | +34.4% | +42.7% | +62.5% |
| 1Y | +79.3% | +23.3% | +56.1% | +68.5% |
| All | +79.3% | +27.1% | +52.2% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling