+16.2%
WBD vs FROG
+24.4%
-8.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -0.6% | -2.2% | +1.6% | -0.2% |
| 30D | +4.2% | +3.0% | +1.2% | +3.0% |
| 3M | +7.5% | +10.3% | -2.8% | +3.8% |
| 6M | +1.6% | +116.7% | -115.1% | -17.5% |
| YTD | -2.2% | +41.9% | -44.1% | -13.8% |
| 1Y | +124.9% | +78.5% | +46.4% | +84.4% |
| 3Y | +149.1% | +224.1% | -75.0% | +65.6% |
| 5Y | +7.8% | +142.4% | -134.6% | -30.8% |
| All | +16.2% | +24.4% | -8.2% | -25.2% |
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 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