+98.2%
WAT vs FROG
+22.9%
+75.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -1.3% | -11.3% | +10.0% | -0.4% |
| 30D | +2.3% | +3.6% | -1.3% | +1.9% |
| 3M | +8.7% | +1.7% | +7.1% | +8.2% |
| 6M | +28.3% | +123.5% | -95.2% | +19.3% |
| YTD | +7.8% | +40.2% | -32.5% | +3.4% |
| 1Y | +36.6% | +81.0% | -44.4% | +27.4% |
| 3Y | +45.7% | +194.8% | -149.1% | +25.6% |
| 5Y | -3.3% | +131.8% | -135.1% | -19.8% |
| All | +98.2% | +22.9% | +75.2% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling