+36.8%
FROG vs WY
-3.9%
+40.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.5% |
| 7D | -2.2% | -3.7% | +1.5% | -0.8% |
| 30D | +3.0% | -11.3% | +14.3% | +7.5% |
| 3M | +10.3% | -8.1% | +18.5% | +12.7% |
| 6M | +116.7% | -7.4% | +124.1% | +118.7% |
| YTD | +41.9% | -4.7% | +46.6% | +39.8% |
| 1Y | +78.5% | -9.2% | +87.7% | +79.7% |
| 3Y | +224.1% | -24.7% | +248.8% | +251.2% |
| 5Y | +142.4% | -21.6% | +164.0% | +164.9% |
| All | +36.8% | -3.9% | +40.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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