+38.7%
PLUG vs WETO
-99.4%
+138.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +8.1% | -57.2% | +65.4% | +8.8% |
| 30D | +3.7% | -48.8% | +52.5% | +0.9% |
| 3M | -29.2% | -97.7% | +68.5% | -22.4% |
| 6M | +6.1% | -94.3% | +100.4% | +4.9% |
| YTD | +14.7% | -97.0% | +111.8% | +17.3% |
| 1Y | +56.9% | -98.9% | +155.9% | +65.4% |
| All | +38.7% | -99.4% | +138.0% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling