+15.1%
PLUG vs WCC
+457.1%
-442.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.2% |
| 7D | +5.8% | -14.7% | +20.5% | +15.2% |
| 30D | -18.5% | -20.1% | +1.5% | -8.4% |
| 3M | -30.0% | -21.2% | -8.8% | -21.0% |
| 6M | -56.2% | -19.2% | -37.0% | -51.5% |
| YTD | -26.4% | +20.2% | -46.6% | -36.4% |
| 1Y | -42.2% | +14.5% | -56.7% | -48.7% |
| 3Y | -76.8% | +115.1% | -192.0% | -86.8% |
| 5Y | -96.2% | +121.5% | -217.7% | -97.9% |
| All | +15.1% | +457.1% | -442.0% | -65.3% |
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