+1.1%
PLUG vs WCC
+460.5%
-459.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.1% | -9.1% | -9.0% |
| 7D | -3.2% | -9.9% | +6.7% | +1.9% |
| 30D | -18.7% | -13.4% | -5.4% | -12.7% |
| 3M | -35.3% | -13.5% | -21.8% | -30.8% |
| 6M | -56.2% | -10.6% | -45.6% | -54.3% |
| YTD | -30.7% | +30.1% | -60.8% | -42.8% |
| 1Y | -46.7% | +22.3% | -69.0% | -54.4% |
| 3Y | -61.3% | +130.3% | -191.6% | -78.5% |
| 5Y | -96.6% | +144.5% | -241.1% | -98.2% |
| 10Y | +1.1% | +431.8% | -430.7% | -69.9% |
| All | +1.1% | +460.5% | -459.4% | -69.9% |
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