+328.5%
FROG vs WST
+24.3%
+304.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | +12.5% | +4.2% | +8.3% | +12.2% |
| 30D | +23.5% | +11.2% | +12.3% | +23.0% |
| 3M | +19.4% | +20.4% | -1.0% | +18.5% |
| 6M | +77.0% | +37.9% | +39.1% | +74.8% |
| YTD | +81.9% | +51.8% | +30.1% | +78.8% |
| 1Y | +90.7% | +56.6% | +34.0% | +87.4% |
| 3Y | +328.5% | +24.2% | +304.3% | +230.5% |
| All | +328.5% | +24.3% | +304.2% | +230.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling