-26.5%
PLUG vs WING
+620.3%
-646.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.4% | -10.5% |
| 7D | -23.4% | -2.5% | -20.9% | -22.5% |
| 30D | -23.4% | +29.5% | -53.0% | -32.4% |
| 3M | -51.7% | +40.2% | -91.9% | -59.7% |
| 6M | -72.0% | +32.7% | -104.7% | -76.5% |
| YTD | -43.7% | -32.8% | -10.9% | -37.2% |
| 1Y | -55.4% | -31.7% | -23.7% | -50.9% |
| 3Y | -68.0% | -24.7% | -43.3% | -72.4% |
| 5Y | -97.4% | -0.5% | -96.9% | -98.3% |
| All | -26.5% | +620.3% | -646.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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