+217.1%
FROG vs WY
-23.0%
+240.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -5.5% | -2.1% | -3.4% | -5.1% |
| 30D | -3.1% | -10.5% | +7.4% | -1.1% |
| 3M | +1.2% | -4.9% | +6.1% | +1.6% |
| 6M | +113.7% | -4.9% | +118.6% | +113.4% |
| YTD | +38.9% | -1.7% | +40.5% | +35.5% |
| 1Y | +72.0% | -9.4% | +81.4% | +73.8% |
| 3Y | +217.1% | -22.3% | +239.4% | +212.5% |
| All | +217.1% | -23.0% | +240.1% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling