+129.3%
WFC vs FROG
+129.7%
-0.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.2% |
| 7D | +3.8% | -11.3% | +15.1% | +5.0% |
| 30D | +1.5% | +3.6% | -2.2% | +0.8% |
| 3M | +10.9% | +1.7% | +9.2% | +9.9% |
| 6M | +8.4% | +123.5% | -115.1% | -2.9% |
| YTD | -1.9% | +40.2% | -42.1% | -7.7% |
| 1Y | +12.3% | +81.0% | -68.6% | +1.1% |
| 3Y | +132.3% | +194.8% | -62.4% | +87.2% |
| All | +129.3% | +129.7% | -0.3% | +90.2% |
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