+34.8%
FROG vs WWD
+320.8%
-286.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | -0.9% | -5.1% | +4.2% | +0.3% |
| 3M | +7.5% | -11.2% | +18.7% | +10.0% |
| 6M | +107.0% | -12.0% | +119.1% | +111.0% |
| YTD | +39.8% | +12.0% | +27.8% | +31.6% |
| 1Y | +74.8% | +42.8% | +32.0% | +51.7% |
| 3Y | +219.3% | +168.9% | +50.3% | +124.0% |
| 5Y | +133.0% | +192.2% | -59.2% | +53.5% |
| All | +34.8% | +320.8% | -286.0% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling