-74.6%
PLUG vs WCC
+124.0%
-198.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.0% | +0.7% |
| 7D | -0.9% | +4.5% | -5.4% | -3.3% |
| 30D | +3.3% | -5.8% | +9.1% | +6.5% |
| 3M | -39.7% | -3.7% | -36.1% | -38.9% |
| 6M | -12.5% | +23.1% | -35.6% | -23.9% |
| YTD | +10.2% | +44.2% | -34.0% | -12.8% |
| 1Y | +50.7% | +62.1% | -11.4% | +11.2% |
| All | -74.6% | +124.0% | -198.6% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling