-78.4%
PLUG vs WST
+16.9%
-95.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.0% | -3.5% | -6.9% |
| 7D | -4.9% | -5.8% | +0.9% | -3.9% |
| 30D | -27.4% | +5.3% | -32.7% | -28.0% |
| 3M | -35.7% | +11.8% | -47.5% | -36.8% |
| 6M | -59.3% | +26.7% | -86.0% | -60.9% |
| YTD | -31.5% | +43.0% | -74.5% | -35.9% |
| 1Y | -48.9% | +38.9% | -87.7% | -52.0% |
| All | -78.4% | +16.9% | -95.3% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling