-96.5%
PLUG vs WSM
+168.7%
-265.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.5% |
| 7D | +5.8% | +0.5% | +5.3% | +5.2% |
| 30D | -18.5% | +6.0% | -24.5% | -21.8% |
| 3M | -30.0% | +3.2% | -33.2% | -31.9% |
| 6M | -56.2% | +37.1% | -93.3% | -65.1% |
| YTD | -26.4% | +44.2% | -70.6% | -43.5% |
| 1Y | -42.2% | +34.2% | -76.4% | -53.4% |
| 3Y | -76.8% | +249.3% | -326.1% | -91.3% |
| All | -96.5% | +168.7% | -265.1% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling