-98.6%
PLUG vs WSM
+2,654.0%
-2,752.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +2.0% |
| 7D | -0.9% | -3.3% | +2.3% | +0.5% |
| 30D | +3.3% | -8.4% | +11.7% | +7.1% |
| 3M | -39.7% | +9.7% | -49.4% | -42.4% |
| 6M | -12.5% | +16.7% | -29.2% | -18.7% |
| YTD | +10.2% | +28.7% | -18.5% | -1.7% |
| 1Y | +50.7% | +13.7% | +37.0% | +42.0% |
| 3Y | -74.5% | +230.1% | -304.6% | -84.8% |
| 5Y | -91.8% | +179.0% | -270.7% | -94.8% |
| 10Y | +43.7% | +1,002.5% | -958.8% | -49.4% |
| All | -98.6% | +2,654.0% | -2,752.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling