+1.1%
PLUG vs WSM
+1,226.6%
-1,225.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -3.2% | +3.1% | -6.3% | -4.7% |
| 30D | -18.7% | +8.5% | -27.3% | -22.4% |
| 3M | -35.3% | +4.6% | -39.9% | -37.2% |
| 6M | -56.2% | +44.5% | -100.8% | -64.6% |
| YTD | -30.7% | +48.4% | -79.2% | -44.9% |
| 1Y | -46.7% | +36.2% | -82.9% | -55.5% |
| 3Y | -61.3% | +268.8% | -330.1% | -81.6% |
| 5Y | -96.6% | +185.2% | -281.9% | -98.2% |
| 10Y | +1.1% | +1,175.8% | -1,174.7% | -74.5% |
| All | +1.1% | +1,226.6% | -1,225.5% | -74.5% |
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