+155.0%
WMT vs FROG
+22.3%
+132.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -7.4% | +1.3% | -8.7% | -7.5% |
| 3M | -10.9% | +11.1% | -22.0% | -11.2% |
| 6M | -12.7% | +108.3% | -121.0% | -14.9% |
| YTD | -3.2% | +39.6% | -42.8% | -4.5% |
| 1Y | +5.3% | +74.7% | -69.5% | +2.7% |
| 3Y | +101.9% | +224.1% | -122.2% | +89.5% |
| 5Y | +134.6% | +138.4% | -3.8% | +120.1% |
| All | +155.0% | +22.3% | +132.7% | +144.4% |
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