+15.1%
PLUG vs WAT
+227.3%
-212.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +6.8% |
| 7D | +5.8% | -1.1% | +6.9% | +6.9% |
| 30D | -18.5% | +5.0% | -23.5% | -20.8% |
| 3M | -30.0% | +14.5% | -44.4% | -35.8% |
| 6M | -56.2% | +30.9% | -87.1% | -63.9% |
| YTD | -26.4% | +20.5% | -46.9% | -37.1% |
| 1Y | -42.2% | +23.3% | -65.5% | -51.5% |
| 3Y | -76.8% | +81.5% | -158.3% | -85.6% |
| 5Y | -96.2% | +33.4% | -129.6% | -97.1% |
| All | +15.1% | +227.3% | -212.2% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling