+68.2%
FROG vs WCC
+23.3%
+44.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +5.2% |
| 7D | +27.1% | -5.7% | +32.8% | +28.0% |
| 30D | +5.8% | -13.5% | +19.3% | +7.6% |
| 3M | +20.8% | -12.9% | +33.7% | +22.6% |
| 6M | +53.3% | -10.7% | +64.0% | +53.9% |
| YTD | +73.2% | +30.0% | +43.2% | +62.9% |
| All | +68.2% | +23.3% | +44.9% | +58.8% |
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 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