+55.9%
FROG vs WING
+37.1%
+18.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.5% | +36.8% | +35.6% |
| 7D | +7.0% | +9.0% | -2.1% | +4.6% |
| 30D | +2.9% | +39.9% | -37.1% | -5.4% |
| 3M | +21.6% | +40.4% | -18.8% | +10.6% |
| 6M | +87.7% | +12.9% | +74.8% | +77.4% |
| YTD | +61.7% | -31.1% | +92.7% | +68.9% |
| 1Y | +113.7% | -32.7% | +146.4% | +123.6% |
| 3Y | +267.7% | -19.8% | +287.5% | +224.3% |
| 5Y | +158.8% | +4.0% | +154.8% | +88.2% |
| All | +55.9% | +37.1% | +18.8% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling