+81.0%
FROG vs WU
-8.3%
+89.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -3.1% |
| 7D | -11.3% | -0.8% | -10.5% | -11.1% |
| 30D | +3.6% | -1.1% | +4.7% | +3.8% |
| 3M | +1.7% | -3.9% | +5.5% | +0.8% |
| 6M | +123.5% | -20.7% | +144.2% | +130.9% |
| YTD | +40.2% | -18.4% | +58.6% | +43.9% |
| 1Y | +81.0% | -8.1% | +89.1% | +77.8% |
| All | +81.0% | -8.3% | +89.3% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling