+1.5%
PLUG vs WWD
+460.9%
-459.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.0% | -8.9% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | -18.5% | -0.4% | -18.0% | -18.3% |
| 3M | -35.1% | -6.1% | -29.0% | -33.0% |
| 6M | -56.1% | -9.5% | -46.6% | -54.7% |
| YTD | -30.5% | +10.8% | -41.3% | -37.2% |
| 1Y | -46.5% | +23.5% | -70.0% | -55.0% |
| 3Y | -61.2% | +151.3% | -212.4% | -79.2% |
| 5Y | -96.6% | +187.8% | -284.4% | -98.3% |
| 10Y | +1.5% | +461.1% | -459.6% | -64.1% |
| All | +1.5% | +460.9% | -459.4% | -64.1% |
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