+52.8%
PLUG vs WING
+341.2%
-288.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.3% |
| 7D | -0.9% | -3.9% | +2.9% | +0.7% |
| 30D | +3.3% | -11.6% | +14.9% | +8.0% |
| 3M | -39.7% | -24.2% | -15.5% | -33.6% |
| 6M | -12.5% | -54.1% | +41.6% | +19.7% |
| YTD | +10.2% | -53.9% | +64.1% | +48.1% |
| 1Y | +50.7% | -64.4% | +115.0% | +124.1% |
| 3Y | -74.5% | -30.2% | -44.3% | -78.1% |
| 5Y | -91.8% | -34.1% | -57.7% | -93.2% |
| All | +52.8% | +341.2% | -288.3% | -37.0% |
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