-55.4%
PLUG vs WAT
+20.2%
-75.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.3% |
| 7D | -23.4% | +0.6% | -24.0% | -23.5% |
| 30D | -23.4% | +5.4% | -28.9% | -24.3% |
| 3M | -51.7% | +11.3% | -63.0% | -53.0% |
| 6M | -72.0% | +37.4% | -109.4% | -74.2% |
| YTD | -43.7% | +21.2% | -64.8% | -47.4% |
| 1Y | -55.4% | +21.3% | -76.8% | -58.5% |
| All | -55.4% | +20.2% | -75.6% | -58.5% |
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