+276.3%
WFC vs FROG
+41.7%
+234.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.8% | -2.8% |
| 7D | +1.2% | +7.0% | -5.7% | +0.4% |
| 30D | +5.2% | +2.9% | +2.3% | +4.5% |
| 3M | -3.0% | +21.6% | -24.6% | -5.2% |
| 6M | +6.2% | +87.7% | -81.5% | -0.4% |
| YTD | -7.9% | +61.7% | -69.6% | -13.3% |
| 1Y | +0.3% | +113.7% | -113.4% | -8.5% |
| 3Y | +117.7% | +267.7% | -150.0% | +85.7% |
| 5Y | +88.4% | +158.8% | -70.4% | +54.4% |
| All | +276.3% | +41.7% | +234.6% | +205.3% |
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