+4.2%
WBD vs FROG
+133.6%
-129.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.7% | -4.8% | +3.1% | -0.5% |
| 30D | +3.9% | -0.9% | +4.8% | +3.5% |
| 3M | +5.1% | +7.5% | -2.4% | +1.4% |
| 6M | +0.6% | +107.0% | -106.4% | -20.7% |
| YTD | -3.2% | +39.8% | -43.0% | -16.4% |
| 1Y | +127.7% | +74.8% | +52.8% | +79.9% |
| 3Y | +146.6% | +219.3% | -72.7% | +45.0% |
| 5Y | +4.2% | +133.0% | -128.8% | -38.2% |
| All | +4.2% | +133.6% | -129.4% | -38.2% |
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