+298.2%
WMB vs FROG
+41.7%
+256.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +35.3% | -35.6% | -1.6% |
| 7D | -13.8% | +7.0% | -20.8% | -14.2% |
| 30D | -10.3% | +2.9% | -13.2% | -10.7% |
| 3M | -10.1% | +21.6% | -31.7% | -11.0% |
| 6M | -11.8% | +87.7% | -99.5% | -14.8% |
| YTD | +8.9% | +61.7% | -52.7% | +5.7% |
| 1Y | +14.0% | +113.7% | -99.7% | +8.5% |
| 3Y | +100.5% | +267.7% | -167.2% | +83.5% |
| 5Y | +179.5% | +158.8% | +20.7% | +152.4% |
| All | +298.2% | +41.7% | +256.6% | +256.1% |
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