+86.1%
WULF vs FROG
+83.7%
+2.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.2% |
| 7D | +7.6% | -11.3% | +18.8% | +9.4% |
| 30D | -8.6% | +3.6% | -12.3% | -9.2% |
| 3M | -37.0% | +1.7% | -38.6% | -37.5% |
| 6M | +7.4% | +123.5% | -116.1% | -6.0% |
| YTD | +43.7% | +40.2% | +3.4% | +31.1% |
| 1Y | +86.1% | +81.0% | +5.1% | +77.1% |
| All | +86.1% | +83.7% | +2.4% | +77.1% |
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