+69.0%
FROG vs WCN
+97.4%
-28.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.6% |
| 7D | +26.8% | +0.4% | +26.4% | +26.6% |
| 30D | +10.6% | +25.3% | -14.7% | +3.7% |
| 3M | +27.2% | +15.4% | +11.7% | +22.1% |
| 6M | +58.7% | +27.8% | +30.8% | +46.2% |
| YTD | +75.3% | +10.6% | +64.8% | +70.2% |
| 1Y | +71.1% | +15.8% | +55.3% | +62.8% |
| 3Y | +319.6% | +50.3% | +269.3% | +251.0% |
| 5Y | +195.7% | +46.9% | +148.7% | +139.8% |
| All | +69.0% | +97.4% | -28.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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