+1,536.3%
WDC vs FROG
+21.7%
+1,514.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +6.0% | -5.5% | +11.5% | +6.9% |
| 30D | +9.9% | -3.1% | +13.1% | +10.2% |
| 3M | -9.4% | +1.2% | -10.6% | -10.2% |
| 6M | +94.7% | +113.7% | -18.9% | +69.7% |
| YTD | +177.4% | +38.9% | +138.5% | +155.4% |
| 1Y | +412.6% | +72.0% | +340.6% | +350.7% |
| 3Y | +1,359.8% | +217.1% | +1,142.7% | +1,004.1% |
| 5Y | +992.6% | +130.6% | +862.0% | +706.2% |
| All | +1,536.3% | +21.7% | +1,514.6% | +1,101.6% |
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