+34.6%
FROG vs WCN
+63.7%
-29.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -0.5% | -3.1% | +2.6% | +0.5% |
| 30D | +1.3% | -3.4% | +4.7% | +2.4% |
| 3M | +11.1% | +3.0% | +8.1% | +9.3% |
| 6M | +108.3% | -3.8% | +112.1% | +109.2% |
| YTD | +39.6% | -8.3% | +47.9% | +43.0% |
| 1Y | +74.7% | -9.7% | +84.5% | +79.9% |
| 3Y | +224.1% | +17.2% | +206.9% | +193.2% |
| 5Y | +138.4% | +25.3% | +113.1% | +100.8% |
| All | +34.6% | +63.7% | -29.2% | -11.7% |
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