+468.5%
WULF vs FROG
+24.4%
+444.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.3% |
| 7D | -0.6% | -2.2% | +1.6% | +0.1% |
| 30D | -3.6% | +3.0% | -6.6% | -5.4% |
| 3M | -30.4% | +10.3% | -40.7% | -33.7% |
| 6M | +12.5% | +116.7% | -104.2% | -18.8% |
| YTD | +40.5% | +41.9% | -1.5% | +15.2% |
| 1Y | +53.0% | +78.5% | -25.5% | +12.4% |
| 3Y | +796.7% | +224.1% | +572.5% | +392.1% |
| 5Y | -30.9% | +142.4% | -173.3% | -63.9% |
| All | +468.5% | +24.4% | +444.2% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling