+217.1%
FROG vs WU
-27.2%
+244.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -5.5% | -0.8% | -4.7% | -5.3% |
| 30D | -3.1% | -1.1% | -2.0% | -2.8% |
| 3M | +1.2% | -1.8% | +3.0% | +0.2% |
| 6M | +113.7% | -23.9% | +137.6% | +127.7% |
| YTD | +38.9% | -20.4% | +59.3% | +45.9% |
| 1Y | +72.0% | -10.6% | +82.6% | +73.4% |
| 3Y | +217.1% | -27.7% | +244.9% | +226.9% |
| All | +217.1% | -27.2% | +244.3% | +226.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling