+30.8%
WAT vs FROG
+160.8%
-130.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +35.3% | -34.3% | -2.4% |
| 7D | -1.1% | +7.0% | -8.1% | -2.2% |
| 30D | +5.0% | +2.9% | +2.1% | +4.0% |
| 3M | +14.5% | +21.6% | -7.1% | +11.3% |
| 6M | +30.9% | +87.7% | -56.7% | +20.9% |
| YTD | +20.5% | +61.7% | -41.2% | +12.0% |
| 1Y | +23.3% | +113.7% | -90.4% | +10.3% |
| 3Y | +81.5% | +267.7% | -186.3% | +43.2% |
| All | +30.8% | +160.8% | -130.0% | +3.2% |
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 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