+87.7%
FROG vs WST
+28.5%
+59.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.9% | +33.5% | +34.2% |
| 7D | +7.0% | -3.1% | +10.1% | +8.6% |
| 30D | +2.9% | +9.1% | -6.2% | +1.3% |
| 3M | +21.6% | +14.7% | +6.9% | +17.6% |
| 6M | +87.7% | +28.0% | +59.7% | +75.8% |
| All | +87.7% | +28.5% | +59.1% | +75.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling