-12.5%
PLUG vs WSM
+13.6%
-26.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +2.3% |
| 7D | -0.9% | -3.3% | +2.3% | -0.1% |
| 30D | +3.3% | -8.4% | +11.7% | +5.6% |
| 3M | -39.7% | +9.7% | -49.4% | -41.6% |
| 6M | -12.5% | +16.7% | -29.2% | -15.9% |
| All | -12.5% | +13.6% | -26.1% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling