-99.5%
PLUG vs WTW
+1,172.0%
-1,271.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.8% | -10.5% | -9.6% |
| 7D | -2.8% | +1.6% | -4.4% | -3.8% |
| 30D | -18.5% | +12.4% | -30.8% | -23.7% |
| 3M | -35.1% | -2.6% | -32.4% | -34.8% |
| 6M | -56.1% | +30.8% | -86.8% | -63.1% |
| YTD | -30.5% | +2.3% | -32.8% | -33.8% |
| 1Y | -46.5% | +4.9% | -51.3% | -49.8% |
| 3Y | -61.2% | +43.9% | -105.0% | -70.6% |
| 5Y | -96.6% | +53.8% | -150.4% | -97.5% |
| 10Y | +1.5% | +212.8% | -211.3% | -50.3% |
| All | -99.5% | +1,172.0% | -1,271.5% | -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