-97.1%
PLUG vs WAT
+31.1%
-128.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.8% | -7.0% | -7.5% |
| 7D | -8.1% | +2.0% | -10.2% | -9.3% |
| 30D | -20.5% | +7.7% | -28.2% | -24.2% |
| 3M | -45.9% | +11.1% | -56.9% | -49.6% |
| 6M | -65.2% | +31.2% | -96.4% | -71.7% |
| YTD | -37.1% | +21.7% | -58.7% | -47.1% |
| 1Y | -54.6% | +19.3% | -73.9% | -61.3% |
| 3Y | -64.9% | +80.6% | -145.5% | -80.2% |
| 5Y | -97.1% | +29.5% | -126.7% | -97.8% |
| All | -97.1% | +31.1% | -128.2% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling