+28.8%
PLUG vs WETO
-99.4%
+128.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +5.0% | -0.4% |
| 7D | -3.2% | -4.3% | +1.1% | -3.2% |
| 30D | -8.3% | -39.9% | +31.6% | -11.1% |
| 3M | -25.8% | -97.9% | +72.1% | -18.2% |
| 6M | -5.8% | -95.0% | +89.2% | -6.2% |
| YTD | +6.6% | -97.2% | +103.8% | +9.0% |
| 1Y | +39.1% | -98.9% | +138.0% | +46.1% |
| All | +28.8% | -99.4% | +128.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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