-99.5%
PLUG vs WTW
+1,156.4%
-1,255.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.2% | -8.0% |
| 7D | -8.1% | -2.3% | -5.9% | -7.2% |
| 30D | -20.5% | +10.7% | -31.2% | -25.0% |
| 3M | -45.9% | -3.1% | -42.8% | -45.4% |
| 6M | -65.2% | +31.7% | -96.8% | -70.7% |
| YTD | -37.1% | +1.1% | -38.1% | -39.6% |
| 1Y | -54.6% | +4.1% | -58.7% | -57.2% |
| 3Y | -64.9% | +42.1% | -107.0% | -73.2% |
| 5Y | -97.1% | +52.2% | -149.4% | -97.9% |
| 10Y | -15.6% | +210.9% | -226.6% | -58.6% |
| All | -99.5% | +1,156.4% | -1,255.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling