+204.9%
WMT vs FROG
+59.4%
+145.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.5% |
| 7D | +2.0% | +12.5% | -10.5% | +1.9% |
| 30D | +10.3% | +23.5% | -13.3% | +10.0% |
| 3M | +11.0% | +19.4% | -8.4% | +10.6% |
| 6M | -2.3% | +77.0% | -79.3% | -3.8% |
| YTD | +15.7% | +81.9% | -66.2% | +13.6% |
| 1Y | +26.0% | +90.7% | -64.7% | +23.4% |
| 3Y | +136.5% | +328.5% | -192.0% | +121.2% |
| 5Y | +176.8% | +207.0% | -30.2% | +159.0% |
| All | +204.9% | +59.4% | +145.5% | +190.9% |
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 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