-15.6%
WDAY vs FROG
+72.8%
-88.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.8% | +48.2% | -53.0% | -13.2% |
| 30D | +2.5% | +11.4% | -8.9% | -0.1% |
| 3M | +8.8% | +28.5% | -19.8% | +0.7% |
| 6M | +60.7% | +63.7% | -3.0% | +38.9% |
| YTD | -11.2% | +77.1% | -88.3% | -24.2% |
| 1Y | -15.6% | +79.3% | -95.0% | -28.2% |
| All | -15.6% | +72.8% | -88.4% | -28.2% |
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 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