-42.1%
PLUG vs WAT
+32.9%
-75.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.0% |
| 7D | +2.8% | -1.9% | +4.8% | +3.5% |
| 30D | -22.8% | +6.2% | -29.0% | -24.1% |
| 3M | -32.4% | +18.1% | -50.5% | -35.5% |
| 6M | -53.4% | +54.9% | -108.3% | -60.0% |
| YTD | -25.9% | +23.1% | -49.0% | -31.3% |
| 1Y | -42.1% | +27.3% | -69.4% | -48.9% |
| All | -42.1% | +32.9% | -75.0% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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