+360.7%
WELL vs FROG
+22.9%
+337.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.9% |
| 7D | -0.8% | -11.3% | +10.5% | -0.3% |
| 30D | -0.1% | +3.6% | -3.7% | -0.3% |
| 3M | +18.0% | +1.7% | +16.4% | +17.6% |
| 6M | +15.0% | +123.5% | -108.5% | +9.4% |
| YTD | +28.6% | +40.2% | -11.6% | +25.2% |
| 1Y | +42.9% | +81.0% | -38.1% | +36.2% |
| 3Y | +203.0% | +194.8% | +8.3% | +173.1% |
| 5Y | +206.9% | +131.8% | +75.1% | +170.2% |
| All | +360.7% | +22.9% | +337.8% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling