+90.7%
FROG vs WSM
+34.6%
+56.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.9% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | +23.5% | +5.1% | +18.4% | +24.3% |
| 3M | +19.4% | +5.1% | +14.3% | +20.1% |
| 6M | +77.0% | +48.6% | +28.4% | +81.5% |
| YTD | +81.9% | +44.2% | +37.7% | +90.2% |
| 1Y | +90.7% | +38.1% | +52.6% | +100.8% |
| All | +90.7% | +34.6% | +56.0% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling