-28.6%
WDAY vs FROG
+129.7%
-158.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.4% |
| 7D | -4.4% | -11.3% | +6.9% | -1.0% |
| 30D | +14.7% | +3.6% | +11.1% | +13.1% |
| 3M | +32.4% | +1.7% | +30.7% | +30.2% |
| 6M | +36.9% | +123.5% | -86.6% | +5.2% |
| YTD | -8.8% | +40.2% | -49.1% | -20.8% |
| 1Y | -15.3% | +81.0% | -96.3% | -33.0% |
| 3Y | -21.2% | +194.8% | -216.0% | -52.0% |
| All | -28.6% | +129.7% | -158.3% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling