-9.4%
WDAY vs FROG
+21.7%
-31.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.6% |
| 7D | -6.1% | -5.5% | -0.6% | -4.6% |
| 30D | +3.7% | -3.1% | +6.8% | +4.3% |
| 3M | +29.6% | +1.2% | +28.3% | +27.8% |
| 6M | +23.3% | +113.7% | -90.3% | -2.2% |
| YTD | -13.3% | +38.9% | -52.1% | -23.8% |
| 1Y | -19.6% | +72.0% | -91.6% | -34.4% |
| 3Y | -25.7% | +217.1% | -242.8% | -53.3% |
| 5Y | -31.6% | +130.6% | -162.2% | -56.8% |
| All | -9.4% | +21.7% | -31.1% | -38.9% |
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