+35.2%
FROG vs WWD
+331.5%
-296.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | -11.3% | +1.3% | -12.6% | -11.6% |
| 30D | +3.6% | -7.2% | +10.8% | +5.4% |
| 3M | +1.7% | -3.8% | +5.5% | +2.0% |
| 6M | +123.5% | -9.9% | +133.4% | +126.5% |
| YTD | +40.2% | +14.8% | +25.4% | +31.3% |
| 1Y | +81.0% | +42.1% | +38.9% | +57.6% |
| 3Y | +194.8% | +170.8% | +24.0% | +106.6% |
| 5Y | +131.8% | +197.5% | -65.7% | +51.8% |
| All | +35.2% | +331.5% | -296.3% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling