+55.9%
WEC vs FROG
+274.0%
-218.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +35.3% | -37.4% | -1.1% |
| 7D | -0.2% | +7.0% | -7.2% | +0.3% |
| 30D | +12.3% | +2.9% | +9.4% | +12.8% |
| 3M | +8.3% | +21.6% | -13.4% | +9.1% |
| 6M | +3.5% | +87.7% | -84.2% | +4.8% |
| YTD | +12.7% | +61.7% | -49.0% | +14.4% |
| 1Y | +8.2% | +113.7% | -105.5% | +9.6% |
| 3Y | +55.9% | +267.7% | -211.9% | +48.5% |
| All | +55.9% | +274.0% | -218.1% | +48.5% |
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 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