+43.7%
PLUG vs WST
+321.8%
-278.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.2% |
| 7D | -0.9% | +0.7% | -1.7% | -1.2% |
| 30D | +3.3% | -3.1% | +6.5% | +4.7% |
| 3M | -39.7% | +7.2% | -46.9% | -41.6% |
| 6M | -12.5% | +36.8% | -49.3% | -24.1% |
| YTD | +10.2% | +23.8% | -13.7% | -0.9% |
| 1Y | +50.7% | +37.8% | +12.9% | +28.2% |
| 3Y | -74.5% | -15.9% | -58.6% | -75.5% |
| 5Y | -91.8% | -25.8% | -66.0% | -92.0% |
| All | +43.7% | +321.8% | -278.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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