-4.5%
WDAY vs FROG
+59.4%
-63.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.4% |
| 7D | +1.8% | +12.5% | -10.7% | -1.3% |
| 30D | +4.1% | +23.5% | -19.5% | -4.0% |
| 3M | -4.8% | +19.4% | -24.2% | -12.2% |
| 6M | +68.6% | +77.0% | -8.4% | +39.1% |
| YTD | -8.5% | +81.9% | -90.4% | -27.3% |
| 1Y | -12.1% | +90.7% | -102.8% | -31.1% |
| 3Y | -13.2% | +328.5% | -341.7% | -50.9% |
| 5Y | -33.7% | +207.0% | -240.8% | -62.2% |
| All | -4.5% | +59.4% | -63.9% | -41.7% |
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