+95.0%
WAT vs FROG
+21.7%
+73.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -0.7% | -5.5% | +4.8% | -0.3% |
| 30D | -1.0% | -3.1% | +2.1% | -0.8% |
| 3M | +10.9% | +1.2% | +9.7% | +10.4% |
| 6M | +33.2% | +113.7% | -80.5% | +24.3% |
| YTD | +6.1% | +38.9% | -32.8% | +1.9% |
| 1Y | +30.2% | +72.0% | -41.7% | +22.1% |
| 3Y | +52.9% | +217.1% | -164.2% | +30.8% |
| 5Y | -5.1% | +130.6% | -135.7% | -21.2% |
| All | +95.0% | +21.7% | +73.3% | +62.1% |
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