+85.4%
FROG vs WPM
+38.8%
+46.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.0% | -14.4% | -4.2% |
| 7D | -14.1% | +3.9% | -18.0% | -14.5% |
| 30D | -11.8% | -3.5% | -8.3% | -11.1% |
| 3M | +0.1% | +14.1% | -14.0% | -2.9% |
| 6M | +64.2% | +6.2% | +58.0% | +61.1% |
| YTD | +38.2% | +12.4% | +25.8% | +19.9% |
| 1Y | +85.4% | +40.0% | +45.4% | +33.9% |
| All | +85.4% | +38.8% | +46.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling