+198.9%
FROG vs WST
-0.5%
+199.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +48.2% | +4.9% | +43.4% | +46.9% |
| 30D | +11.4% | +10.7% | +0.7% | +9.4% |
| 3M | +28.5% | +16.8% | +11.7% | +24.8% |
| 6M | +63.7% | +32.0% | +31.8% | +54.8% |
| YTD | +77.1% | +49.9% | +27.1% | +62.5% |
| 1Y | +79.3% | +50.6% | +28.7% | +64.3% |
| 3Y | +323.8% | +21.4% | +302.3% | +268.8% |
| 5Y | +198.9% | -0.6% | +199.5% | +180.0% |
| All | +198.9% | -0.5% | +199.4% | +180.0% |
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