+55.9%
PLUG vs WPM
+502.1%
-446.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +8.1% | +7.0% | +1.1% | +6.1% |
| 30D | +3.7% | +15.7% | -12.1% | -0.4% |
| 3M | -29.2% | +35.2% | -64.4% | -34.9% |
| 6M | +6.1% | +6.1% | 0.0% | +3.3% |
| YTD | +14.7% | +32.6% | -17.8% | +4.9% |
| 1Y | +56.9% | +46.9% | +10.0% | +39.5% |
| 3Y | -71.6% | +276.3% | -347.9% | -80.2% |
| 5Y | -91.0% | +260.0% | -351.0% | -93.8% |
| 10Y | +55.9% | +508.5% | -452.7% | +18.0% |
| All | +55.9% | +502.1% | -446.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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