-45.6%
PLUG vs WOLF
+47.3%
-92.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.2% | -5.0% | -8.2% |
| 7D | -8.5% | +30.2% | -38.7% | -13.9% |
| 30D | -20.8% | -7.2% | -13.6% | -20.1% |
| 3M | -46.1% | -16.4% | -29.7% | -45.0% |
| 6M | -65.3% | -50.7% | -14.7% | -62.2% |
| YTD | -37.3% | +52.3% | -89.6% | -43.6% |
| 1Y | -54.8% | +35.6% | -90.4% | -59.2% |
| All | -45.6% | +47.3% | -92.9% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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