+313.0%
WMB vs FROG
+51.8%
+261.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +3.4% |
| 7D | -6.7% | +27.1% | -33.8% | -7.7% |
| 30D | -8.6% | +5.8% | -14.4% | -9.0% |
| 3M | -4.9% | +20.8% | -25.8% | -5.9% |
| 6M | -6.3% | +53.3% | -59.6% | -8.4% |
| YTD | +13.0% | +73.2% | -60.2% | +9.3% |
| 1Y | +14.9% | +80.3% | -65.4% | +10.8% |
| 3Y | +113.4% | +318.3% | -205.0% | +94.2% |
| 5Y | +190.2% | +179.9% | +10.3% | +161.3% |
| All | +313.0% | +51.8% | +261.2% | +268.3% |
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