+878.9%
WULF vs FROG
+218.8%
+660.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -2.6% | +1.3% | -3.9% | -3.7% |
| 3M | -34.0% | +11.1% | -45.1% | -36.9% |
| 6M | +10.0% | +108.3% | -98.3% | -18.2% |
| YTD | +45.7% | +39.6% | +6.1% | +22.2% |
| 1Y | +57.3% | +74.7% | -17.4% | +18.2% |
| 3Y | +878.9% | +224.1% | +654.9% | +449.2% |
| All | +878.9% | +218.8% | +660.2% | +449.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling