+179.6%
FROG vs WY
-31.7%
+211.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.6% |
| 7D | +17.0% | +0.2% | +16.8% | +16.4% |
| 30D | +1.3% | +8.0% | -6.7% | -2.6% |
| 3M | +17.5% | -17.7% | +35.1% | +25.2% |
| 6M | +46.8% | -10.8% | +57.5% | +49.1% |
| YTD | +65.8% | -10.6% | +76.4% | +64.8% |
| 1Y | +61.0% | -5.7% | +66.7% | +55.0% |
| 3Y | +296.7% | -24.8% | +321.5% | +319.1% |
| All | +179.6% | -31.7% | +211.3% | +208.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling