+85.4%
FROG vs WWD
+27.2%
+58.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.5% |
| 7D | -14.1% | +7.3% | -21.4% | -13.8% |
| 30D | -11.8% | -2.0% | -9.8% | -11.6% |
| 3M | +0.1% | -12.6% | +12.7% | -0.3% |
| 6M | +64.2% | -8.4% | +72.6% | +64.7% |
| YTD | +38.2% | +8.2% | +30.0% | +37.6% |
| 1Y | +85.4% | +26.5% | +58.9% | +78.0% |
| All | +85.4% | +27.2% | +58.2% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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