+127.3%
WM vs FROG
+4.7%
+122.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.6% | +14.7% | +1.2% |
| 7D | +4.5% | -24.5% | +29.0% | +4.6% |
| 30D | +16.1% | -24.3% | +40.3% | +16.1% |
| 3M | +8.0% | -11.7% | +19.7% | +7.9% |
| 6M | +8.4% | +37.1% | -28.7% | +7.6% |
| YTD | +11.2% | +19.5% | -8.3% | +10.4% |
| 1Y | +22.3% | +61.8% | -39.5% | +20.6% |
| 3Y | +50.2% | +178.1% | -127.9% | +45.9% |
| 5Y | +63.3% | +91.2% | -28.0% | +57.2% |
| All | +127.3% | +4.7% | +122.6% | +121.5% |
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