+225.9%
WELL vs FROG
+207.6%
+18.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | +0.1% | +12.5% | -12.4% | -0.4% |
| 30D | +5.7% | +23.5% | -17.9% | +4.3% |
| 3M | +4.6% | +19.4% | -14.8% | +3.3% |
| 6M | +11.9% | +77.0% | -65.2% | +7.5% |
| YTD | +33.6% | +81.9% | -48.3% | +27.2% |
| 1Y | +29.8% | +90.7% | -60.9% | +22.9% |
| 3Y | +202.2% | +328.5% | -126.4% | +154.9% |
| All | +225.9% | +207.6% | +18.3% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling