+357.1%
WAB vs FROG
+55.2%
+301.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +7.9% | +48.2% | -40.3% | +4.4% |
| 30D | +4.9% | +11.4% | -6.5% | +3.5% |
| 3M | +1.8% | +28.5% | -26.8% | -0.9% |
| 6M | +12.0% | +63.7% | -51.8% | +6.2% |
| YTD | +41.3% | +77.1% | -35.8% | +31.5% |
| 1Y | +43.8% | +79.3% | -35.5% | +33.6% |
| 3Y | +171.1% | +323.8% | -152.7% | +122.8% |
| 5Y | +217.7% | +198.9% | +18.8% | +154.7% |
| All | +357.1% | +55.2% | +301.9% | +270.8% |
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