+52.8%
PLUG vs WAT
+161.1%
-108.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.5% |
| 7D | -0.9% | -1.3% | +0.4% | -0.1% |
| 30D | +3.3% | +2.3% | +1.0% | +2.0% |
| 3M | -39.7% | +8.7% | -48.5% | -43.0% |
| 6M | -12.5% | +28.3% | -40.8% | -27.8% |
| YTD | +10.2% | +7.8% | +2.4% | +1.4% |
| 1Y | +50.7% | +36.6% | +14.1% | +17.8% |
| 3Y | -74.5% | +45.7% | -120.2% | -81.6% |
| 5Y | -91.8% | -3.3% | -88.5% | -92.4% |
| All | +52.8% | +161.1% | -108.2% | -18.7% |
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