+35.2%
FROG vs WCN
+69.0%
-33.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.0% |
| 7D | -11.3% | -0.6% | -10.6% | -11.1% |
| 30D | +3.6% | +0.4% | +3.2% | +3.5% |
| 3M | +1.7% | +7.3% | -5.7% | -1.3% |
| 6M | +123.5% | -2.5% | +126.0% | +124.3% |
| YTD | +40.2% | -5.4% | +45.6% | +42.3% |
| 1Y | +81.0% | -8.5% | +89.4% | +85.9% |
| 3Y | +194.8% | +20.8% | +174.0% | +164.3% |
| 5Y | +131.8% | +30.0% | +101.8% | +93.1% |
| All | +35.2% | +69.0% | -33.8% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling