+35.2%
FROG vs WY
+0.6%
+34.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.6% |
| 7D | -11.3% | -1.7% | -9.6% | -10.7% |
| 30D | +3.6% | -10.1% | +13.7% | +7.7% |
| 3M | +1.7% | -5.1% | +6.8% | +2.7% |
| 6M | +123.5% | -4.8% | +128.3% | +123.6% |
| YTD | +40.2% | -0.2% | +40.5% | +35.9% |
| 1Y | +81.0% | -6.6% | +87.6% | +80.8% |
| 3Y | +194.8% | -22.7% | +217.5% | +217.5% |
| 5Y | +131.8% | -22.2% | +154.0% | +152.3% |
| All | +35.2% | +0.6% | +34.6% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling