-22.1%
WULF vs FROG
+83.7%
-105.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -6.2% |
| 7D | -12.8% | -14.1% | +1.2% | -10.5% |
| 30D | -20.9% | -11.8% | -9.1% | -19.1% |
| 3M | -38.0% | +0.1% | -38.2% | -37.7% |
| 6M | -47.5% | +64.2% | -111.7% | -50.4% |
| YTD | +1.8% | +38.2% | -36.4% | -6.7% |
| 1Y | -22.1% | +85.4% | -107.5% | -28.8% |
| All | -22.1% | +83.7% | -105.8% | -28.8% |
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