+55.9%
FROG vs WWD
+295.4%
-239.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +3.4% | +31.9% | +34.4% |
| 7D | +7.0% | +4.2% | +2.8% | +6.2% |
| 30D | +2.9% | -2.1% | +5.0% | +3.8% |
| 3M | +21.6% | -13.2% | +34.8% | +25.9% |
| 6M | +87.7% | -16.9% | +104.5% | +95.0% |
| YTD | +61.7% | +5.2% | +56.4% | +54.8% |
| 1Y | +113.7% | +20.6% | +93.1% | +95.3% |
| 3Y | +267.7% | +146.3% | +121.4% | +164.2% |
| 5Y | +158.8% | +171.3% | -12.5% | +73.8% |
| All | +55.9% | +295.4% | -239.6% | +1.5% |
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