+122.6%
WM vs FROG
+41.7%
+80.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +35.3% | -37.4% | -2.0% |
| 7D | +1.2% | +7.0% | -5.8% | +1.3% |
| 30D | +13.1% | +2.9% | +10.2% | +13.2% |
| 3M | +3.6% | +21.6% | -18.0% | +3.6% |
| 6M | +8.1% | +87.7% | -79.6% | +7.3% |
| YTD | +8.9% | +61.7% | -52.8% | +8.2% |
| 1Y | +20.3% | +113.7% | -93.3% | +18.8% |
| 3Y | +46.2% | +267.7% | -221.6% | +42.1% |
| 5Y | +59.9% | +158.8% | -98.9% | +54.0% |
| All | +122.6% | +41.7% | +80.9% | +117.0% |
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