+75.3%
FROG vs WY
-9.1%
+84.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.2% |
| 7D | +12.5% | -0.8% | +13.3% | +12.8% |
| 30D | +23.5% | +10.1% | +13.4% | +18.3% |
| 3M | +19.4% | -15.4% | +34.8% | +25.4% |
| 6M | +77.0% | -8.3% | +85.3% | +77.8% |
| YTD | +81.9% | -9.8% | +91.7% | +80.9% |
| 1Y | +90.7% | -3.9% | +94.6% | +83.3% |
| 3Y | +328.5% | -23.3% | +351.8% | +349.5% |
| 5Y | +207.0% | -31.2% | +238.2% | +244.9% |
| All | +75.3% | -9.1% | +84.4% | +64.9% |
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