+1,502.1%
WDC vs FROG
+22.9%
+1,479.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.2% | +6.4% |
| 7D | +1.7% | -11.3% | +13.0% | +3.5% |
| 30D | -10.0% | +3.6% | -13.6% | -10.7% |
| 3M | -18.8% | +1.7% | -20.4% | -19.5% |
| 6M | +79.0% | +123.5% | -44.5% | +54.9% |
| YTD | +171.6% | +40.2% | +131.3% | +149.7% |
| 1Y | +417.4% | +81.0% | +336.4% | +350.7% |
| 3Y | +1,251.8% | +194.8% | +1,057.0% | +935.9% |
| 5Y | +911.7% | +131.8% | +779.9% | +645.7% |
| All | +1,502.1% | +22.9% | +1,479.2% | +1,074.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling