+285.8%
WFC vs FROG
+59.4%
+226.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.2% |
| 7D | +2.5% | +12.5% | -10.0% | +1.7% |
| 30D | +7.0% | +23.5% | -16.5% | +4.9% |
| 3M | -1.8% | +19.4% | -21.1% | -3.6% |
| 6M | +18.4% | +77.0% | -58.6% | +12.1% |
| YTD | -5.6% | +81.9% | -87.5% | -11.8% |
| 1Y | +3.9% | +90.7% | -86.8% | -3.5% |
| 3Y | +126.3% | +328.5% | -202.2% | +91.0% |
| 5Y | +91.1% | +207.0% | -115.9% | +55.8% |
| All | +285.8% | +59.4% | +226.4% | +210.4% |
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