-7.5%
WDAY vs FROG
+51.8%
-59.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -3.2% |
| 7D | -4.0% | +27.1% | -31.1% | -11.7% |
| 30D | +1.9% | +5.8% | -3.9% | -2.0% |
| 3M | +5.9% | +20.8% | -15.0% | -2.5% |
| 6M | +48.8% | +53.3% | -4.5% | +27.6% |
| YTD | -11.4% | +73.2% | -84.6% | -28.7% |
| 1Y | -15.5% | +80.3% | -95.8% | -32.9% |
| 3Y | -15.6% | +318.3% | -334.0% | -52.1% |
| 5Y | -35.2% | +179.9% | -215.1% | -62.2% |
| All | -7.5% | +51.8% | -59.3% | -42.9% |
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