-97.3%
PLUG vs WST
+1.0%
-98.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.2% | -11.7% | -11.0% |
| 7D | -23.4% | +4.2% | -27.7% | -24.7% |
| 30D | -23.4% | +11.2% | -34.7% | -26.4% |
| 3M | -51.7% | +20.4% | -72.1% | -55.1% |
| 6M | -72.0% | +37.9% | -109.9% | -75.3% |
| YTD | -43.7% | +51.8% | -95.5% | -52.8% |
| 1Y | -55.4% | +56.6% | -112.0% | -63.1% |
| 3Y | -68.0% | +24.2% | -92.2% | -74.6% |
| All | -97.3% | +1.0% | -98.3% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling