+135.8%
FROG vs WETO
-99.4%
+235.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.8% | -1.7% |
| 7D | -0.5% | -4.3% | +3.8% | -0.5% |
| 30D | +1.3% | -39.9% | +41.2% | -0.4% |
| 3M | +11.1% | -97.9% | +109.0% | +13.4% |
| 6M | +108.3% | -95.0% | +203.4% | +111.0% |
| YTD | +39.6% | -97.2% | +136.7% | +40.1% |
| 1Y | +74.7% | -98.9% | +173.7% | +74.3% |
| All | +135.8% | -99.4% | +235.2% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling