-97.3%
PLUG vs WAB
+214.2%
-311.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.8% | -9.6% | -9.7% |
| 7D | -23.4% | +5.1% | -28.5% | -27.1% |
| 30D | -23.4% | +4.0% | -27.5% | -26.3% |
| 3M | -51.7% | +0.1% | -51.8% | -51.9% |
| 6M | -72.0% | +12.8% | -84.8% | -75.8% |
| YTD | -43.7% | +40.1% | -83.7% | -62.3% |
| 1Y | -55.4% | +46.4% | -101.8% | -71.6% |
| 3Y | -68.0% | +167.4% | -235.4% | -91.1% |
| All | -97.3% | +214.2% | -311.5% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling