+125.3%
FROG vs WST
-25.7%
+150.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -11.3% | +0.7% | -12.0% | -11.4% |
| 30D | +3.6% | -3.1% | +6.8% | +4.3% |
| 3M | +1.7% | +7.2% | -5.5% | +0.2% |
| 6M | +123.5% | +36.8% | +86.7% | +109.7% |
| YTD | +40.2% | +23.8% | +16.4% | +33.8% |
| 1Y | +81.0% | +37.8% | +43.2% | +68.4% |
| 3Y | +194.8% | -15.9% | +210.6% | +190.6% |
| All | +125.3% | -25.7% | +150.9% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling