+15.1%
PLUG vs WST
+441.1%
-426.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.6% |
| 7D | +5.8% | -3.1% | +8.9% | +7.4% |
| 30D | -18.5% | +9.1% | -27.6% | -21.4% |
| 3M | -30.0% | +14.7% | -44.6% | -33.9% |
| 6M | -56.2% | +28.0% | -84.2% | -60.8% |
| YTD | -26.4% | +45.6% | -72.0% | -38.2% |
| 1Y | -42.2% | +45.7% | -87.9% | -51.6% |
| 3Y | -76.8% | +21.1% | -97.9% | -81.7% |
| 5Y | -96.2% | +0.3% | -96.5% | -96.8% |
| All | +15.1% | +441.1% | -426.1% | -39.5% |
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