+15.1%
PLUG vs WAB
+287.6%
-272.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.1% |
| 7D | +5.8% | +1.4% | +4.4% | +4.9% |
| 30D | -18.5% | +0.4% | -18.9% | -18.8% |
| 3M | -30.0% | -3.8% | -26.1% | -28.0% |
| 6M | -56.2% | +5.1% | -61.3% | -58.5% |
| YTD | -26.4% | +33.3% | -59.7% | -42.2% |
| 1Y | -42.2% | +39.8% | -82.1% | -56.2% |
| 3Y | -76.8% | +161.1% | -237.9% | -89.3% |
| 5Y | -96.2% | +209.5% | -305.7% | -98.4% |
| All | +15.1% | +287.6% | -272.6% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling