+35.2%
FROG vs WCC
+719.2%
-684.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -4.2% |
| 7D | -11.3% | +4.5% | -15.8% | -12.2% |
| 30D | +3.6% | -5.8% | +9.4% | +5.0% |
| 3M | +1.7% | -3.7% | +5.3% | +2.0% |
| 6M | +123.5% | +23.1% | +100.5% | +110.0% |
| YTD | +40.2% | +44.2% | -3.9% | +26.3% |
| 1Y | +81.0% | +62.1% | +18.9% | +57.6% |
| 3Y | +194.8% | +121.1% | +73.6% | +129.8% |
| 5Y | +131.8% | +214.0% | -82.2% | +66.4% |
| All | +35.2% | +719.2% | -684.0% | +1.4% |
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