+357.5%
WMB vs FROG
+22.9%
+334.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.3% |
| 7D | +0.6% | -11.3% | +11.9% | +1.0% |
| 30D | +3.3% | +3.6% | -0.4% | +3.0% |
| 3M | +3.1% | +1.7% | +1.5% | +2.8% |
| 6M | -0.7% | +123.5% | -124.2% | -4.8% |
| YTD | +25.2% | +40.2% | -15.1% | +22.4% |
| 1Y | +32.9% | +81.0% | -48.1% | +27.6% |
| 3Y | +140.6% | +194.8% | -54.2% | +122.3% |
| 5Y | +273.5% | +131.8% | +141.6% | +240.0% |
| All | +357.5% | +22.9% | +334.6% | +312.5% |
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