+209.7%
WELL vs FROG
+198.7%
+11.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -2.0% |
| 7D | -0.8% | -11.3% | +10.5% | -0.5% |
| 30D | -0.1% | +3.6% | -3.7% | -0.2% |
| 3M | +18.0% | +1.7% | +16.4% | +17.8% |
| 6M | +15.0% | +123.5% | -108.5% | +10.8% |
| YTD | +28.6% | +40.2% | -11.6% | +26.5% |
| 1Y | +42.9% | +81.0% | -38.1% | +37.5% |
| All | +209.7% | +198.7% | +11.0% | +171.3% |
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