-60.8%
PLUG vs WAB
+174.5%
-235.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.9% |
| 7D | -6.8% | +3.1% | -10.0% | -8.7% |
| 30D | -16.0% | +6.4% | -22.5% | -19.4% |
| 3M | -38.7% | +2.2% | -40.9% | -39.7% |
| 6M | -61.4% | +13.7% | -75.1% | -65.1% |
| YTD | -31.0% | +43.0% | -74.0% | -48.5% |
| 1Y | -46.2% | +47.0% | -93.2% | -60.7% |
| All | -60.8% | +174.5% | -235.3% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling