+417.4%
WDC vs FROG
+83.7%
+333.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.2% | +6.0% |
| 7D | +1.7% | -11.3% | +13.0% | +2.4% |
| 30D | -10.0% | +3.6% | -13.6% | -10.2% |
| 3M | -18.8% | +1.7% | -20.4% | -19.0% |
| 6M | +79.0% | +123.5% | -44.5% | +75.7% |
| YTD | +171.6% | +40.2% | +131.3% | +170.1% |
| 1Y | +417.4% | +81.0% | +336.4% | +413.3% |
| All | +417.4% | +83.7% | +333.7% | +413.3% |
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