+33.2%
WAT vs FROG
+207.6%
-174.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +0.6% | +12.5% | -11.9% | -0.6% |
| 30D | +5.4% | +23.5% | -18.1% | +2.6% |
| 3M | +11.3% | +19.4% | -8.1% | +8.5% |
| 6M | +37.4% | +77.0% | -39.6% | +28.0% |
| YTD | +21.2% | +81.9% | -60.7% | +11.4% |
| 1Y | +21.3% | +90.7% | -69.3% | +10.8% |
| 3Y | +83.4% | +328.5% | -245.1% | +42.3% |
| All | +33.2% | +207.6% | -174.5% | +2.9% |
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