+52.8%
PLUG vs WWD
+485.4%
-432.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.6% |
| 30D | +3.3% | -7.2% | +10.5% | +7.5% |
| 3M | -39.7% | -3.8% | -35.9% | -39.5% |
| 6M | -12.5% | -9.9% | -2.6% | -9.6% |
| YTD | +10.2% | +14.8% | -4.7% | -2.1% |
| 1Y | +50.7% | +42.1% | +8.6% | +17.9% |
| 3Y | -74.5% | +170.8% | -245.3% | -86.9% |
| 5Y | -91.8% | +197.5% | -289.3% | -96.0% |
| All | +52.8% | +485.4% | -432.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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