-26.5%
PLUG vs WAT
+222.4%
-248.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.2% |
| 7D | -23.4% | +0.6% | -24.0% | -23.6% |
| 30D | -23.4% | +5.4% | -28.9% | -25.7% |
| 3M | -51.7% | +11.3% | -63.0% | -54.9% |
| 6M | -72.0% | +37.4% | -109.4% | -77.5% |
| YTD | -43.7% | +21.2% | -64.8% | -52.0% |
| 1Y | -55.4% | +21.3% | -76.8% | -62.1% |
| 3Y | -68.0% | +83.4% | -151.4% | -80.2% |
| 5Y | -97.4% | +29.0% | -126.4% | -98.0% |
| All | -26.5% | +222.4% | -248.9% | -66.4% |
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