+195.7%
FROG vs WSM
+184.0%
+11.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.7% |
| 7D | +26.8% | -3.0% | +29.8% | +28.1% |
| 30D | +10.6% | +10.1% | +0.5% | +7.1% |
| 3M | +27.2% | +4.9% | +22.3% | +24.8% |
| 6M | +58.7% | +49.8% | +8.9% | +38.0% |
| YTD | +75.3% | +48.7% | +26.6% | +50.9% |
| 1Y | +71.1% | +38.7% | +32.4% | +50.6% |
| 3Y | +319.6% | +269.5% | +50.1% | +130.3% |
| 5Y | +195.7% | +179.0% | +16.7% | +78.4% |
| All | +195.7% | +184.0% | +11.7% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling