+6.2%
WMT vs FROG
+76.4%
-70.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | 0.0% |
| 7D | -2.5% | -2.2% | -0.3% | -2.6% |
| 30D | -6.4% | +3.0% | -9.4% | -6.3% |
| 3M | -12.1% | +10.3% | -22.4% | -11.6% |
| 6M | -15.0% | +116.7% | -131.7% | -13.2% |
| YTD | -4.5% | +41.9% | -46.4% | -2.6% |
| 1Y | +6.2% | +78.5% | -72.3% | +7.9% |
| All | +6.2% | +76.4% | -70.2% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling