+77.0%
FROG vs WTW
+36.1%
+40.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +3.1% |
| 7D | +12.5% | +2.0% | +10.5% | +13.0% |
| 30D | +23.5% | +12.9% | +10.7% | +21.4% |
| 3M | +19.4% | +0.7% | +18.7% | +19.6% |
| 6M | +77.0% | +39.5% | +37.5% | +59.7% |
| All | +77.0% | +36.1% | +40.9% | +59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling