+45.1%
WEC vs FROG
+55.2%
-10.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.7% | +48.2% | -48.9% | -0.1% |
| 30D | +11.0% | +11.4% | -0.4% | +11.4% |
| 3M | +8.6% | +28.5% | -19.9% | +9.1% |
| 6M | +6.2% | +63.7% | -57.6% | +6.8% |
| YTD | +14.3% | +77.1% | -62.8% | +15.1% |
| 1Y | +8.4% | +79.3% | -71.0% | +9.1% |
| 3Y | +62.9% | +323.8% | -260.9% | +62.9% |
| 5Y | +55.8% | +198.9% | -143.1% | +54.6% |
| All | +45.1% | +55.2% | -10.1% | +45.5% |
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