+133.0%
FROG vs WY
-20.4%
+153.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.8% | -1.7% | -3.1% | -4.2% |
| 30D | -0.9% | -9.9% | +8.9% | +3.2% |
| 3M | +7.5% | -7.5% | +15.0% | +9.9% |
| 6M | +107.0% | -5.1% | +112.2% | +107.0% |
| YTD | +39.8% | -2.1% | +41.9% | +35.8% |
| 1Y | +74.8% | -7.3% | +82.2% | +74.7% |
| 3Y | +219.3% | -22.6% | +241.9% | +245.1% |
| 5Y | +133.0% | -19.8% | +152.8% | +152.7% |
| All | +133.0% | -20.4% | +153.4% | +152.7% |
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