+55.9%
FROG vs WCC
+583.2%
-527.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +2.2% | +33.2% | +34.8% |
| 7D | +7.0% | -14.7% | +21.7% | +11.3% |
| 30D | +2.9% | -20.1% | +22.9% | +8.5% |
| 3M | +21.6% | -21.2% | +42.8% | +28.1% |
| 6M | +87.7% | -19.2% | +106.8% | +95.2% |
| YTD | +61.7% | +20.2% | +41.5% | +51.6% |
| 1Y | +113.7% | +14.5% | +99.2% | +102.5% |
| 3Y | +267.7% | +115.1% | +152.6% | +190.4% |
| 5Y | +158.8% | +121.5% | +37.3% | +92.4% |
| All | +55.9% | +583.2% | -527.3% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling