+299.6%
WFC vs FROG
+22.5%
+277.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.9% |
| 7D | +0.4% | -4.8% | +5.3% | +0.8% |
| 30D | +2.5% | -0.9% | +3.4% | +2.3% |
| 3M | +10.0% | +7.5% | +2.5% | +8.9% |
| 6M | +15.1% | +107.0% | -92.0% | +7.1% |
| YTD | -2.2% | +39.8% | -42.0% | -6.4% |
| 1Y | +13.5% | +74.8% | -61.4% | +5.8% |
| 3Y | +135.2% | +219.3% | -84.0% | +103.5% |
| 5Y | +128.3% | +133.0% | -4.7% | +90.5% |
| All | +299.6% | +22.5% | +277.1% | +229.5% |
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 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