+200.2%
WAB vs FROG
+160.8%
+39.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +35.3% | -33.5% | -1.2% |
| 7D | +1.4% | +7.0% | -5.6% | +0.3% |
| 30D | +0.4% | +2.9% | -2.5% | -0.5% |
| 3M | -3.8% | +21.6% | -25.4% | -6.4% |
| 6M | +5.1% | +87.7% | -82.6% | -3.4% |
| YTD | +33.3% | +61.7% | -28.4% | +23.3% |
| 1Y | +39.8% | +113.7% | -73.8% | +23.7% |
| 3Y | +161.1% | +267.7% | -106.7% | +104.0% |
| All | +200.2% | +160.8% | +39.4% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling