+34.8%
FROG vs WU
-52.4%
+87.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.9% |
| 7D | -4.8% | -4.9% | +0.1% | -3.6% |
| 30D | -0.9% | -1.3% | +0.3% | -0.6% |
| 3M | +7.5% | -3.6% | +11.0% | +7.2% |
| 6M | +107.0% | -24.3% | +131.4% | +120.2% |
| YTD | +39.8% | -21.1% | +60.9% | +46.9% |
| 1Y | +74.8% | -10.3% | +85.1% | +76.6% |
| 3Y | +219.3% | -28.4% | +247.6% | +237.3% |
| 5Y | +133.0% | -51.2% | +184.2% | +157.6% |
| All | +34.8% | -52.4% | +87.2% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling