-26.5%
PLUG vs WCN
+322.1%
-348.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | +2.6% | -26.0% | -24.5% |
| 30D | -23.4% | +23.9% | -47.4% | -32.5% |
| 3M | -51.7% | +17.4% | -69.2% | -56.3% |
| 6M | -72.0% | +28.0% | -100.0% | -76.4% |
| YTD | -43.7% | +11.6% | -55.2% | -48.5% |
| 1Y | -55.4% | +16.9% | -72.3% | -60.6% |
| 3Y | -68.0% | +51.6% | -119.6% | -78.6% |
| 5Y | -97.4% | +48.0% | -145.4% | -98.2% |
| All | -26.5% | +322.1% | -348.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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