+32.2%
WEC vs FROG
+21.7%
+10.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +0.8% | -5.5% | +6.3% | +0.8% |
| 30D | +0.3% | -3.1% | +3.5% | +0.3% |
| 3M | -2.9% | +1.2% | -4.2% | -2.9% |
| 6M | -5.9% | +113.7% | -119.6% | -5.8% |
| YTD | +4.1% | +38.9% | -34.7% | +4.4% |
| 1Y | +3.1% | +72.0% | -68.9% | +3.2% |
| 3Y | +40.8% | +217.1% | -176.3% | +40.1% |
| 5Y | +31.7% | +130.6% | -98.9% | +30.0% |
| All | +32.2% | +21.7% | +10.5% | +32.0% |
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