+167.4%
FROG vs WING
+4.1%
+163.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.5% | +36.8% | +35.6% |
| 7D | +7.0% | +9.0% | -2.1% | +4.9% |
| 30D | +2.9% | +39.9% | -37.1% | -4.5% |
| 3M | +21.6% | +40.4% | -18.8% | +11.8% |
| 6M | +87.7% | +12.9% | +74.8% | +78.8% |
| YTD | +61.7% | -31.1% | +92.7% | +69.0% |
| 1Y | +113.7% | -32.7% | +146.4% | +123.7% |
| 3Y | +267.7% | -19.8% | +287.5% | +223.8% |
| All | +167.4% | +4.1% | +163.3% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling