+81.0%
FROG vs WETO
-98.9%
+179.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -20.8% | +17.5% | -3.3% |
| 7D | -11.3% | -55.4% | +44.1% | -11.3% |
| 30D | +3.6% | -48.5% | +52.1% | +1.7% |
| 3M | +1.7% | -97.5% | +99.2% | +5.9% |
| 6M | +123.5% | -94.2% | +217.7% | +130.4% |
| YTD | +40.2% | -97.0% | +137.3% | +39.5% |
| 1Y | +81.0% | -98.9% | +179.9% | +82.4% |
| All | +81.0% | -98.9% | +179.9% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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