+36.8%
FROG vs WSM
+434.5%
-397.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | +3.0% | -10.7% | +13.7% | +6.4% |
| 3M | +10.3% | +8.5% | +1.8% | +7.2% |
| 6M | +116.7% | +19.6% | +97.1% | +103.0% |
| YTD | +41.9% | +26.6% | +15.3% | +29.5% |
| 1Y | +78.5% | +12.0% | +66.6% | +69.0% |
| 3Y | +224.1% | +226.6% | -2.5% | +96.1% |
| 5Y | +142.4% | +174.1% | -31.7% | +48.2% |
| All | +36.8% | +434.5% | -397.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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