-98.6%
PLUG vs WST
+5,618.7%
-5,717.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.3% |
| 7D | -0.9% | +0.7% | -1.7% | -1.3% |
| 30D | +3.3% | -3.1% | +6.5% | +5.0% |
| 3M | -39.7% | +7.2% | -46.9% | -42.2% |
| 6M | -12.5% | +36.8% | -49.3% | -26.8% |
| YTD | +10.2% | +23.8% | -13.7% | -3.6% |
| 1Y | +50.7% | +37.8% | +12.9% | +23.0% |
| 3Y | -74.5% | -15.9% | -58.6% | -76.5% |
| 5Y | -91.8% | -25.8% | -66.0% | -92.0% |
| 10Y | +43.7% | +319.6% | -275.9% | -51.6% |
| All | -98.6% | +5,618.7% | -5,717.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling