+63.7%
FROG vs WSM
+44.5%
+19.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +0.2% |
| 7D | +48.2% | -3.2% | +51.4% | +47.4% |
| 30D | +11.4% | +4.6% | +6.8% | +12.7% |
| 3M | +28.5% | +2.4% | +26.1% | +29.2% |
| 6M | +63.7% | +43.7% | +20.1% | +90.5% |
| All | +63.7% | +44.5% | +19.2% | +90.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling