+35.2%
FROG vs WPM
+202.4%
-167.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -3.1% |
| 7D | -11.3% | +1.1% | -12.4% | -11.5% |
| 30D | +3.6% | +26.4% | -22.7% | -1.3% |
| 3M | +1.7% | +20.8% | -19.2% | -2.6% |
| 6M | +123.5% | +1.1% | +122.4% | +120.2% |
| YTD | +40.2% | +32.5% | +7.8% | +29.2% |
| 1Y | +81.0% | +51.5% | +29.5% | +61.1% |
| 3Y | +194.8% | +267.0% | -72.3% | +113.6% |
| 5Y | +131.8% | +250.1% | -118.3% | +64.3% |
| All | +35.2% | +202.4% | -167.2% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling