+362.8%
WELL vs FROG
+21.7%
+341.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -1.3% | -5.5% | +4.2% | -1.1% |
| 30D | +0.5% | -3.1% | +3.6% | +0.6% |
| 3M | +19.1% | +1.2% | +17.8% | +18.7% |
| 6M | +17.0% | +113.7% | -96.7% | +11.6% |
| YTD | +29.2% | +38.9% | -9.7% | +25.8% |
| 1Y | +42.1% | +72.0% | -29.8% | +36.0% |
| 3Y | +204.5% | +217.1% | -12.6% | +173.2% |
| 5Y | +211.0% | +130.6% | +80.4% | +173.9% |
| All | +362.8% | +21.7% | +341.1% | +309.4% |
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 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