+47.9%
PLUG vs WTW
+198.0%
-150.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -3.2% | -5.7% | +2.5% | -0.1% |
| 30D | -8.3% | -7.3% | -1.0% | -4.8% |
| 3M | -25.8% | +21.5% | -47.3% | -34.4% |
| 6M | -5.8% | +9.6% | -15.5% | -12.6% |
| YTD | +6.6% | -3.3% | +9.9% | +5.9% |
| 1Y | +39.1% | -6.1% | +45.2% | +40.7% |
| 3Y | -73.7% | +61.8% | -135.6% | -82.7% |
| 5Y | -91.3% | +42.7% | -134.0% | -93.7% |
| All | +47.9% | +198.0% | -150.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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