+70.7%
FROG vs WING
+33.7%
+37.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.0% |
| 7D | +48.2% | -3.9% | +52.1% | +49.3% |
| 30D | +11.4% | +26.6% | -15.2% | +4.8% |
| 3M | +28.5% | +42.5% | -14.0% | +16.4% |
| 6M | +63.7% | +29.4% | +34.3% | +49.9% |
| YTD | +77.1% | -32.8% | +109.8% | +86.0% |
| 1Y | +79.3% | -33.5% | +112.8% | +88.2% |
| 3Y | +323.8% | -23.4% | +347.1% | +278.7% |
| 5Y | +198.9% | -0.4% | +199.4% | +120.3% |
| All | +70.7% | +33.7% | +37.0% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling