+113.7%
FROG vs WST
+42.2%
+71.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.9% | +33.5% | +34.8% |
| 7D | +7.0% | -3.1% | +10.1% | +7.8% |
| 30D | +2.9% | +9.1% | -6.2% | +1.8% |
| 3M | +21.6% | +14.7% | +6.9% | +19.3% |
| 6M | +87.7% | +28.0% | +59.7% | +81.7% |
| YTD | +61.7% | +45.6% | +16.0% | +48.9% |
| 1Y | +113.7% | +45.7% | +68.0% | +98.4% |
| All | +113.7% | +42.2% | +71.5% | +98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling