-99.2%
PLUG vs WST
+6,502.0%
-6,601.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.0% | -3.5% | -5.5% |
| 7D | -4.9% | -5.8% | +0.9% | -1.8% |
| 30D | -27.4% | +5.3% | -32.7% | -29.3% |
| 3M | -35.7% | +11.8% | -47.5% | -39.5% |
| 6M | -59.3% | +26.7% | -86.0% | -64.5% |
| YTD | -31.5% | +43.0% | -74.5% | -44.5% |
| 1Y | -48.9% | +38.9% | -87.7% | -58.0% |
| 3Y | -79.6% | +18.2% | -97.8% | -84.6% |
| 5Y | -96.5% | -1.5% | -95.0% | -97.0% |
| 10Y | -4.9% | +439.0% | -443.9% | -72.1% |
| All | -99.2% | +6,502.0% | -6,601.2% | -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