+217.1%
FROG vs WSM
+239.4%
-22.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -5.5% | +2.6% | -8.1% | -6.0% |
| 30D | -3.1% | -9.5% | +6.4% | -1.2% |
| 3M | +1.2% | +12.9% | -11.7% | -1.5% |
| 6M | +113.7% | +23.0% | +90.6% | +103.3% |
| YTD | +38.9% | +28.9% | +9.9% | +29.8% |
| 1Y | +72.0% | +13.7% | +58.3% | +65.4% |
| 3Y | +217.1% | +232.6% | -15.5% | +122.7% |
| All | +217.1% | +239.4% | -22.3% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling