+130.7%
WAT vs FROG
+51.8%
+79.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -3.0% | +3.6% |
| 7D | +6.0% | +27.1% | -21.1% | +3.6% |
| 30D | +9.9% | +5.8% | +4.1% | +8.8% |
| 3M | +17.2% | +20.8% | -3.7% | +14.6% |
| 6M | +34.2% | +53.3% | -19.1% | +28.2% |
| YTD | +25.5% | +73.2% | -47.7% | +17.7% |
| 1Y | +28.3% | +80.3% | -52.0% | +19.7% |
| 3Y | +88.4% | +318.3% | -230.0% | +56.9% |
| 5Y | +36.1% | +179.9% | -143.8% | +10.5% |
| All | +130.7% | +51.8% | +79.0% | +87.2% |
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 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