+44.7%
WEC vs FROG
+51.8%
-7.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | +1.2% |
| 7D | +0.2% | +27.1% | -26.9% | +0.7% |
| 30D | +12.9% | +5.8% | +7.1% | +13.3% |
| 3M | +9.8% | +20.8% | -11.1% | +10.2% |
| 6M | +6.7% | +53.3% | -46.6% | +7.3% |
| YTD | +14.0% | +73.2% | -59.2% | +14.7% |
| 1Y | +7.3% | +80.3% | -73.0% | +8.0% |
| 3Y | +63.8% | +318.3% | -254.5% | +63.8% |
| 5Y | +54.8% | +179.9% | -125.1% | +53.5% |
| All | +44.7% | +51.8% | -7.1% | +45.1% |
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