+34.8%
FROG vs WPM
+205.8%
-171.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -4.8% | +3.9% | -8.7% | -5.5% |
| 30D | -0.9% | +17.7% | -18.6% | -4.3% |
| 3M | +7.5% | +39.4% | -32.0% | +0.1% |
| 6M | +107.0% | +6.4% | +100.6% | +102.0% |
| YTD | +39.8% | +34.0% | +5.8% | +28.5% |
| 1Y | +74.8% | +50.5% | +24.3% | +55.9% |
| 3Y | +219.3% | +280.3% | -61.0% | +129.7% |
| 5Y | +133.0% | +266.3% | -133.4% | +64.3% |
| All | +34.8% | +205.8% | -171.1% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling