+891.5%
WDC vs FROG
+45.3%
+846.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.5% |
| 7D | -16.7% | +17.0% | -33.8% | -19.3% |
| 30D | -27.2% | +1.3% | -28.5% | -27.8% |
| 3M | -34.0% | +17.5% | -51.5% | -36.3% |
| 6M | -39.7% | +46.8% | -86.5% | -44.2% |
| YTD | +68.1% | +65.8% | +2.3% | +49.4% |
| 1Y | +66.3% | +61.0% | +5.3% | +48.6% |
| 3Y | +754.4% | +296.7% | +457.7% | +520.8% |
| 5Y | +595.8% | +177.8% | +417.9% | +396.3% |
| All | +891.5% | +45.3% | +846.2% | +603.0% |
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