+142.4%
FROG vs WCN
+25.5%
+117.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -2.2% | -4.4% | +2.3% | -0.8% |
| 30D | +3.0% | -4.4% | +7.4% | +4.4% |
| 3M | +10.3% | +0.5% | +9.8% | +9.4% |
| 6M | +116.7% | -3.3% | +120.0% | +117.1% |
| YTD | +41.9% | -8.5% | +50.4% | +45.7% |
| 1Y | +78.5% | -8.9% | +87.4% | +83.2% |
| 3Y | +224.1% | +18.0% | +206.1% | +188.9% |
| 5Y | +142.4% | +25.0% | +117.4% | +92.0% |
| All | +142.4% | +25.5% | +117.0% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling