+20.0%
PLUG vs WCC
+492.1%
-472.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.7% | -1.1% |
| 7D | +14.5% | -5.7% | +20.2% | +17.6% |
| 30D | -10.7% | -13.5% | +2.7% | -4.0% |
| 3M | -31.2% | -12.9% | -18.3% | -26.7% |
| 6M | -51.9% | -10.7% | -41.3% | -49.8% |
| YTD | -23.9% | +30.0% | -53.8% | -37.2% |
| 1Y | -43.4% | +24.7% | -68.1% | -52.2% |
| 3Y | -74.7% | +136.6% | -211.3% | -86.3% |
| 5Y | -96.3% | +143.9% | -240.2% | -98.1% |
| 10Y | +20.0% | +465.9% | -445.9% | -66.0% |
| All | +20.0% | +492.1% | -472.1% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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