-42.1%
PLUG vs WSM
+44.0%
-86.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -2.9% | +0.7% |
| 7D | +2.8% | +8.0% | -5.2% | -0.9% |
| 30D | -22.8% | +13.5% | -36.2% | -27.4% |
| 3M | -32.4% | +8.8% | -41.3% | -35.3% |
| 6M | -53.4% | +54.7% | -108.1% | -64.7% |
| YTD | -25.9% | +53.3% | -79.2% | -49.3% |
| 1Y | -42.1% | +41.1% | -83.2% | -55.3% |
| All | -42.1% | +44.0% | -86.0% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling