+42.9%
WELL vs FROG
+83.7%
-40.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -2.2% |
| 7D | -0.8% | -11.3% | +10.5% | -1.2% |
| 30D | -0.1% | +3.6% | -3.7% | +0.1% |
| 3M | +18.0% | +1.7% | +16.4% | +18.4% |
| 6M | +15.0% | +123.5% | -108.5% | +16.9% |
| YTD | +28.6% | +40.2% | -11.6% | +30.5% |
| 1Y | +42.9% | +81.0% | -38.1% | +43.4% |
| All | +42.9% | +83.7% | -40.8% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling