+33.9%
FROG vs WING
-8.1%
+42.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -3.1% | -6.0% | +2.9% | -2.1% |
| 3M | +1.2% | -23.5% | +24.7% | +6.6% |
| 6M | +113.7% | -52.0% | +165.7% | +150.5% |
| YTD | +38.9% | -53.8% | +92.7% | +61.1% |
| 1Y | +72.0% | -63.8% | +135.8% | +113.1% |
| 3Y | +217.1% | -30.8% | +247.9% | +180.4% |
| 5Y | +130.6% | -34.3% | +164.9% | +89.7% |
| All | +33.9% | -8.1% | +42.0% | -8.5% |
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