+75.3%
FROG vs WTW
+75.5%
-0.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.2% |
| 7D | +12.5% | +2.0% | +10.5% | +11.9% |
| 30D | +23.5% | +12.9% | +10.7% | +18.7% |
| 3M | +19.4% | +0.7% | +18.7% | +18.5% |
| 6M | +77.0% | +39.5% | +37.5% | +58.6% |
| YTD | +81.9% | +3.1% | +78.8% | +76.7% |
| 1Y | +90.7% | +4.8% | +85.9% | +84.1% |
| 3Y | +328.5% | +42.9% | +285.6% | +261.6% |
| 5Y | +207.0% | +55.3% | +151.8% | +143.0% |
| All | +75.3% | +75.5% | -0.2% | +32.5% |
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