+155.0%
WMT vs FROG
+22.9%
+132.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.1% |
| 7D | +3.9% | -11.3% | +15.2% | +4.2% |
| 30D | -4.4% | +3.6% | -8.0% | -4.5% |
| 3M | -8.8% | +1.7% | -10.5% | -8.9% |
| 6M | -15.6% | +123.5% | -139.2% | -18.0% |
| YTD | -3.2% | +40.2% | -43.5% | -4.5% |
| 1Y | +7.0% | +81.0% | -73.9% | +4.3% |
| 3Y | +105.3% | +194.8% | -89.5% | +93.5% |
| 5Y | +129.3% | +131.8% | -2.6% | +115.3% |
| All | +155.0% | +22.9% | +132.1% | +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 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