+76.5%
FROG vs WOLF
+51.6%
+24.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.1% |
| 7D | -4.8% | +2.4% | -7.2% | -5.0% |
| 30D | -0.9% | -6.9% | +6.0% | -0.6% |
| 3M | +7.5% | -44.1% | +51.5% | +9.0% |
| 6M | +107.0% | +53.6% | +53.4% | +95.1% |
| YTD | +39.8% | +56.7% | -16.9% | +32.6% |
| All | +76.5% | +51.6% | +24.9% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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