+34.8%
FROG vs WTW
+63.7%
-28.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.7% |
| 7D | -4.8% | -7.1% | +2.3% | -2.7% |
| 30D | -0.9% | -8.5% | +7.6% | +1.5% |
| 3M | +7.5% | +20.6% | -13.1% | +1.0% |
| 6M | +107.0% | +7.2% | +99.8% | +100.7% |
| YTD | +39.8% | -3.9% | +43.7% | +39.2% |
| 1Y | +74.8% | -3.6% | +78.4% | +73.5% |
| 3Y | +219.3% | +60.7% | +158.6% | +154.3% |
| 5Y | +133.0% | +42.2% | +90.8% | +89.5% |
| All | +34.8% | +63.7% | -28.9% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling