+121.3%
WMB vs FROG
+335.2%
-214.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.6% |
| 7D | +7.8% | +12.5% | -4.7% | +7.4% |
| 30D | -5.1% | +23.5% | -28.6% | -5.9% |
| 3M | -4.7% | +19.4% | -24.1% | -5.5% |
| 6M | -7.4% | +77.0% | -84.4% | -9.6% |
| YTD | +17.5% | +81.9% | -64.4% | +14.3% |
| 1Y | +19.5% | +90.7% | -71.2% | +15.7% |
| 3Y | +121.3% | +328.5% | -207.2% | +97.9% |
| All | +121.3% | +335.2% | -214.0% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling