+30.2%
WAT vs FROG
+73.6%
-43.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -0.7% | -5.5% | +4.8% | -0.5% |
| 30D | -1.0% | -3.1% | +2.1% | -0.8% |
| 3M | +10.9% | +1.2% | +9.7% | +10.9% |
| 6M | +33.2% | +113.7% | -80.5% | +32.0% |
| YTD | +6.1% | +38.9% | -32.8% | +5.6% |
| 1Y | +30.2% | +72.0% | -41.7% | +29.0% |
| All | +30.2% | +73.6% | -43.3% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling