-55.9%
WULF vs FROG
+207.6%
-263.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.4% |
| 7D | +11.0% | +12.5% | -1.5% | +5.6% |
| 30D | +9.4% | +23.5% | -14.2% | -0.7% |
| 3M | -22.6% | +19.4% | -42.0% | -29.5% |
| 6M | -45.4% | +77.0% | -122.4% | -59.0% |
| YTD | +9.8% | +81.9% | -72.0% | -24.0% |
| 1Y | +8.0% | +90.7% | -82.6% | -27.0% |
| 3Y | +1,149.5% | +328.5% | +821.0% | +371.8% |
| All | -55.9% | +207.6% | -263.6% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling