+326.6%
WAB vs FROG
+22.5%
+304.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +0.2% | -4.8% | +5.0% | +0.6% |
| 30D | -4.6% | -0.9% | -3.6% | -4.6% |
| 3M | +5.6% | +7.5% | -1.8% | +4.5% |
| 6M | +13.8% | +107.0% | -93.2% | +5.4% |
| YTD | +31.9% | +39.8% | -7.9% | +25.7% |
| 1Y | +48.3% | +74.8% | -26.6% | +37.4% |
| 3Y | +167.1% | +219.3% | -52.1% | +125.4% |
| 5Y | +222.9% | +133.0% | +89.9% | +164.8% |
| All | +326.6% | +22.5% | +304.1% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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