+75.3%
FROG vs WWD
+311.1%
-235.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +12.5% | +4.0% | +8.5% | +11.4% |
| 30D | +23.5% | +0.4% | +23.1% | +23.7% |
| 3M | +19.4% | -7.9% | +27.3% | +21.9% |
| 6M | +77.0% | -10.6% | +87.6% | +80.6% |
| YTD | +81.9% | +9.4% | +72.5% | +72.4% |
| 1Y | +90.7% | +25.7% | +64.9% | +72.2% |
| 3Y | +328.5% | +148.5% | +180.0% | +207.6% |
| 5Y | +207.0% | +189.5% | +17.5% | +103.6% |
| All | +75.3% | +311.1% | -235.7% | +13.1% |
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