+35.2%
FROG vs WSM
+443.3%
-408.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.9% |
| 7D | -11.3% | -3.3% | -8.0% | -10.4% |
| 30D | +3.6% | -8.4% | +12.0% | +6.4% |
| 3M | +1.7% | +9.7% | -8.0% | -1.6% |
| 6M | +123.5% | +16.7% | +106.8% | +111.1% |
| YTD | +40.2% | +28.7% | +11.6% | +27.3% |
| 1Y | +81.0% | +13.7% | +67.3% | +70.6% |
| 3Y | +194.8% | +230.1% | -35.3% | +77.8% |
| 5Y | +131.8% | +179.0% | -47.1% | +41.0% |
| All | +35.2% | +443.3% | -408.1% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling