+105.4%
WM vs FROG
+22.9%
+82.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.2% |
| 7D | -0.3% | -11.3% | +11.0% | -0.2% |
| 30D | -2.4% | +3.6% | -6.0% | -2.4% |
| 3M | +0.4% | +1.7% | -1.2% | +0.4% |
| 6M | -9.5% | +123.5% | -133.0% | -10.8% |
| YTD | +0.5% | +40.2% | -39.7% | -0.2% |
| 1Y | -1.1% | +81.0% | -82.1% | -2.3% |
| 3Y | +46.0% | +194.8% | -148.7% | +42.0% |
| 5Y | +51.8% | +131.8% | -80.0% | +46.0% |
| All | +105.4% | +22.9% | +82.5% | +100.2% |
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 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