+85.4%
FROG vs WTW
+8.6%
+76.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.5% |
| 7D | -14.1% | +4.9% | -19.0% | -14.1% |
| 30D | -11.8% | +17.1% | -28.9% | -12.6% |
| 3M | +0.1% | -0.3% | +0.5% | +0.3% |
| 6M | +64.2% | +30.7% | +33.6% | +60.7% |
| YTD | +38.2% | +3.7% | +34.5% | +35.1% |
| 1Y | +85.4% | +5.9% | +79.5% | +83.9% |
| All | +85.4% | +8.6% | +76.8% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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