+67.0%
FROG vs WST
+47.0%
+20.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.8% | +6.4% |
| 7D | +27.1% | +1.3% | +25.8% | +27.0% |
| 30D | +5.8% | +12.9% | -7.0% | +3.4% |
| 3M | +20.8% | +16.7% | +4.2% | +17.2% |
| 6M | +53.3% | +26.8% | +26.5% | +46.0% |
| YTD | +73.2% | +50.5% | +22.7% | +58.4% |
| 1Y | +80.3% | +52.9% | +27.4% | +64.3% |
| 3Y | +318.3% | +23.9% | +294.4% | +262.2% |
| 5Y | +179.9% | +1.0% | +178.9% | +155.3% |
| All | +67.0% | +47.0% | +20.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling