+123.6%
WM vs FROG
+45.3%
+78.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.3% |
| 7D | +1.2% | +17.0% | -15.9% | +1.3% |
| 30D | +13.7% | +1.3% | +12.4% | +13.8% |
| 3M | +5.2% | +17.5% | -12.2% | +5.2% |
| 6M | +11.2% | +46.8% | -35.6% | +10.8% |
| YTD | +9.4% | +65.8% | -56.4% | +8.7% |
| 1Y | +20.4% | +61.0% | -40.6% | +19.6% |
| 3Y | +44.7% | +296.7% | -252.1% | +40.5% |
| 5Y | +58.5% | +177.8% | -119.4% | +52.6% |
| All | +123.6% | +45.3% | +78.3% | +118.1% |
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