+772.0%
WDC vs FROG
+307.0%
+465.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.1% | +2.7% | +8.8% |
| 7D | -14.4% | +27.1% | -41.5% | -17.7% |
| 30D | -27.1% | +5.8% | -32.9% | -28.0% |
| 3M | -33.3% | +20.8% | -54.1% | -35.5% |
| 6M | -39.6% | +53.3% | -92.9% | -43.7% |
| YTD | +68.4% | +73.2% | -4.8% | +52.3% |
| 1Y | +78.2% | +80.3% | -2.1% | +59.8% |
| 3Y | +772.0% | +318.3% | +453.7% | +525.4% |
| All | +772.0% | +307.0% | +465.0% | +525.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling