+131.4%
WMT vs FROG
+136.2%
-4.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -2.4% |
| 30D | -6.4% | +3.0% | -9.4% | -6.5% |
| 3M | -12.1% | +10.3% | -22.4% | -12.4% |
| 6M | -15.0% | +116.7% | -131.7% | -17.2% |
| YTD | -4.5% | +41.9% | -46.4% | -5.8% |
| 1Y | +6.2% | +78.5% | -72.3% | +3.4% |
| 3Y | +99.9% | +224.1% | -124.3% | +86.4% |
| 5Y | +131.4% | +142.4% | -11.0% | +118.9% |
| All | +131.4% | +136.2% | -4.8% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling