+56.9%
PLUG vs WSM
+14.1%
+42.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.0% |
| 7D | +8.1% | +2.6% | +5.6% | +6.6% |
| 30D | +3.7% | -9.5% | +13.2% | +9.6% |
| 3M | -29.2% | +12.9% | -42.0% | -35.7% |
| 6M | +6.1% | +23.0% | -16.9% | -10.6% |
| YTD | +14.7% | +28.9% | -14.2% | -12.1% |
| 1Y | +56.9% | +13.7% | +43.3% | +41.2% |
| All | +56.9% | +14.1% | +42.8% | +41.2% |
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 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