-76.8%
PLUG vs WCN
+45.2%
-122.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.2% |
| 7D | +5.8% | +2.9% | +2.9% | +6.3% |
| 30D | -18.5% | +22.1% | -40.6% | -16.3% |
| 3M | -30.0% | +13.2% | -43.1% | -28.7% |
| 6M | -56.2% | +23.7% | -79.9% | -55.3% |
| YTD | -26.4% | +8.7% | -35.1% | -24.4% |
| 1Y | -42.2% | +15.3% | -57.6% | -40.6% |
| 3Y | -76.8% | +46.0% | -122.8% | -88.8% |
| All | -76.8% | +45.2% | -122.0% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling