+59.8%
FROG vs WPM
+166.5%
-106.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.1% | +0.8% | -3.3% |
| 7D | +17.0% | +16.4% | +0.7% | +13.7% |
| 30D | +1.3% | -1.5% | +2.8% | +1.6% |
| 3M | +17.5% | +2.6% | +14.9% | +16.2% |
| 6M | +46.8% | -1.3% | +48.1% | +45.6% |
| YTD | +65.8% | +16.8% | +49.0% | +56.1% |
| 1Y | +61.0% | +34.1% | +26.9% | +46.9% |
| 3Y | +296.7% | +225.1% | +71.6% | +193.9% |
| 5Y | +177.8% | +234.5% | -56.6% | +100.6% |
| All | +59.8% | +166.5% | -106.7% | +22.5% |
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