+142.4%
FROG vs WTW
+42.3%
+100.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -2.2% | -7.8% | +5.6% | +0.5% |
| 30D | +3.0% | -7.9% | +10.8% | +5.6% |
| 3M | +10.3% | +19.9% | -9.6% | +2.9% |
| 6M | +116.7% | +9.8% | +106.9% | +107.2% |
| YTD | +41.9% | -3.3% | +45.3% | +41.0% |
| 1Y | +78.5% | -3.3% | +81.8% | +76.8% |
| 3Y | +224.1% | +61.5% | +162.6% | +138.5% |
| 5Y | +142.4% | +42.6% | +99.8% | +80.1% |
| All | +142.4% | +42.3% | +100.1% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling