+136.2%
FROG vs WETO
-99.4%
+235.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.7% |
| 7D | -4.8% | -38.7% | +33.9% | -4.8% |
| 30D | -0.9% | -51.3% | +50.4% | -2.5% |
| 3M | +7.5% | -97.8% | +105.3% | +9.6% |
| 6M | +107.0% | -94.8% | +201.8% | +109.9% |
| YTD | +39.8% | -97.2% | +137.0% | +40.3% |
| 1Y | +74.8% | -98.9% | +173.8% | +74.4% |
| All | +136.2% | -99.4% | +235.6% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling