+74.8%
FROG vs WCN
-8.7%
+83.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.5% |
| 7D | -4.8% | -1.7% | -3.1% | -5.0% |
| 30D | -0.9% | -3.0% | +2.0% | -1.3% |
| 3M | +7.5% | +2.5% | +4.9% | +7.3% |
| 6M | +107.0% | -5.7% | +112.7% | +114.2% |
| YTD | +39.8% | -7.4% | +47.3% | +42.9% |
| 1Y | +74.8% | -8.6% | +83.4% | +81.0% |
| All | +74.8% | -8.7% | +83.5% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling