+7.1%
PLUG vs WEC
+182.1%
-174.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.2% | -7.7% | -7.6% |
| 7D | -4.9% | +3.2% | -8.1% | -5.6% |
| 30D | -27.4% | +14.7% | -42.1% | -29.6% |
| 3M | -35.7% | +10.2% | -46.0% | -37.1% |
| 6M | -59.3% | +4.5% | -63.8% | -59.8% |
| YTD | -31.5% | +15.1% | -46.6% | -34.0% |
| 1Y | -48.9% | +9.4% | -58.3% | -50.1% |
| 3Y | -79.6% | +56.9% | -136.5% | -82.0% |
| 5Y | -96.5% | +54.4% | -150.9% | -96.9% |
| All | +7.1% | +182.1% | -174.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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