+330.3%
WAB vs FROG
+22.9%
+307.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | -3.2% | -11.3% | +8.1% | -2.4% |
| 30D | -4.4% | +3.6% | -8.1% | -4.9% |
| 3M | +7.9% | +1.7% | +6.2% | +7.2% |
| 6M | +8.7% | +123.5% | -114.8% | -0.1% |
| YTD | +33.0% | +40.2% | -7.3% | +26.8% |
| 1Y | +46.7% | +81.0% | -34.3% | +35.4% |
| 3Y | +153.0% | +194.8% | -41.8% | +115.2% |
| 5Y | +222.3% | +131.8% | +90.5% | +164.3% |
| All | +330.3% | +22.9% | +307.4% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling