+1.1%
PLUG vs WEC
+186.5%
-185.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.1% | -8.9% | -9.0% |
| 7D | -3.2% | +1.4% | -4.6% | -3.5% |
| 30D | -18.7% | +12.8% | -31.5% | -20.9% |
| 3M | -35.3% | +11.2% | -46.5% | -36.9% |
| 6M | -56.2% | +6.6% | -62.9% | -57.0% |
| YTD | -30.7% | +13.8% | -44.5% | -33.2% |
| 1Y | -46.7% | +7.6% | -54.3% | -47.9% |
| 3Y | -61.3% | +62.2% | -123.5% | -66.2% |
| 5Y | -96.6% | +52.0% | -148.6% | -97.0% |
| 10Y | +1.1% | +189.4% | -188.3% | -18.4% |
| All | +1.1% | +186.5% | -185.4% | -18.4% |
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