+55.9%
PLUG vs WSM
+1,015.9%
-960.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.1% |
| 7D | +8.1% | +2.6% | +5.6% | +6.7% |
| 30D | +3.7% | -9.5% | +13.2% | +9.1% |
| 3M | -29.2% | +12.9% | -42.0% | -34.4% |
| 6M | +6.1% | +23.0% | -16.9% | -6.4% |
| YTD | +14.7% | +28.9% | -14.2% | -1.3% |
| 1Y | +56.9% | +13.7% | +43.3% | +44.9% |
| 3Y | -71.6% | +232.6% | -304.2% | -85.8% |
| 5Y | -91.0% | +185.9% | -276.9% | -95.3% |
| 10Y | +55.9% | +998.6% | -942.7% | -58.2% |
| All | +55.9% | +1,015.9% | -960.0% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling