-13.5%
WDAY vs FROG
+83.7%
-97.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.6% |
| 7D | -1.2% | -14.1% | +12.8% | +2.2% |
| 30D | +6.8% | -11.8% | +18.6% | +9.3% |
| 3M | +17.8% | +0.1% | +17.7% | +16.0% |
| 6M | +57.8% | +64.2% | -6.4% | +38.9% |
| YTD | -6.0% | +38.2% | -44.3% | -16.6% |
| 1Y | -13.5% | +85.4% | -98.9% | -25.4% |
| All | -13.5% | +83.7% | -97.2% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling