-91.9%
PLUG vs WAB
+222.7%
-314.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.2% |
| 7D | -0.9% | -3.2% | +2.3% | +2.2% |
| 30D | +3.3% | -4.4% | +7.8% | +7.8% |
| 3M | -39.7% | +7.9% | -47.6% | -45.3% |
| 6M | -12.5% | +8.7% | -21.2% | -22.2% |
| YTD | +10.2% | +33.0% | -22.8% | -21.6% |
| 1Y | +50.7% | +46.7% | +4.0% | -2.4% |
| 3Y | -74.5% | +153.0% | -227.5% | -92.2% |
| All | -91.9% | +222.7% | -314.6% | -98.0% |
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 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