+75.3%
FROG vs WSM
+508.8%
-433.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.3% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | +23.5% | +5.1% | +18.4% | +21.3% |
| 3M | +19.4% | +5.1% | +14.3% | +17.1% |
| 6M | +77.0% | +48.6% | +28.4% | +55.0% |
| YTD | +81.9% | +44.2% | +37.7% | +58.9% |
| 1Y | +90.7% | +38.1% | +52.6% | +68.7% |
| 3Y | +328.5% | +257.2% | +71.3% | +152.8% |
| 5Y | +207.0% | +165.1% | +41.9% | +87.5% |
| All | +75.3% | +508.8% | -433.4% | -16.5% |
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 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