-42.1%
PLUG vs WAB
+46.5%
-88.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.1% |
| 7D | +2.8% | +4.5% | -1.7% | +1.0% |
| 30D | -22.8% | +1.1% | -23.8% | -23.1% |
| 3M | -32.4% | -1.3% | -31.1% | -32.2% |
| 6M | -53.4% | +12.7% | -66.1% | -56.0% |
| YTD | -25.9% | +38.7% | -64.6% | -46.3% |
| 1Y | -42.1% | +44.9% | -87.0% | -61.6% |
| All | -42.1% | +46.5% | -88.6% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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