+20.3%
WM vs FROG
+118.5%
-98.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +35.3% | -37.4% | -0.6% |
| 7D | +1.2% | +7.0% | -5.8% | +1.9% |
| 30D | +13.1% | +2.9% | +10.2% | +13.8% |
| 3M | +3.6% | +21.6% | -18.0% | +4.8% |
| 6M | +8.1% | +87.7% | -79.6% | +9.2% |
| YTD | +8.9% | +61.7% | -52.8% | +10.3% |
| 1Y | +20.3% | +113.7% | -93.3% | +20.8% |
| All | +20.3% | +118.5% | -98.2% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling