+51.7%
WULF vs FROG
+76.9%
-25.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.0% |
| 7D | -0.6% | -2.2% | +1.6% | -0.3% |
| 30D | -3.6% | +3.0% | -6.6% | -4.1% |
| 3M | -30.4% | +10.3% | -40.7% | -31.6% |
| 6M | +12.5% | +116.7% | -104.2% | -1.3% |
| YTD | +40.5% | +41.9% | -1.5% | +27.7% |
| All | +51.7% | +76.9% | -25.3% | +42.8% |
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