+34.6%
FROG vs WTW
+64.7%
-30.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -0.5% | -5.7% | +5.2% | +1.2% |
| 30D | +1.3% | -7.3% | +8.6% | +3.4% |
| 3M | +11.1% | +21.5% | -10.4% | +4.2% |
| 6M | +108.3% | +9.6% | +98.7% | +100.5% |
| YTD | +39.6% | -3.3% | +42.9% | +38.7% |
| 1Y | +74.7% | -6.1% | +80.9% | +75.3% |
| 3Y | +224.1% | +61.8% | +162.2% | +157.6% |
| 5Y | +138.4% | +42.7% | +95.7% | +93.6% |
| All | +34.6% | +64.7% | -30.1% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling