-7.5%
PLUG vs WWD
+468.3%
-475.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.4% |
| 7D | -6.8% | +3.7% | -10.6% | -8.6% |
| 30D | -16.0% | +1.8% | -17.9% | -16.9% |
| 3M | -38.7% | -5.0% | -33.8% | -37.2% |
| 6M | -61.4% | -8.4% | -53.0% | -60.4% |
| YTD | -31.0% | +12.3% | -43.2% | -38.1% |
| 1Y | -46.2% | +26.2% | -72.5% | -55.4% |
| 3Y | -61.5% | +154.6% | -216.1% | -79.5% |
| 5Y | -96.9% | +195.3% | -292.1% | -98.5% |
| 10Y | -7.5% | +466.3% | -473.8% | -67.7% |
| All | -7.5% | +468.3% | -475.8% | -67.7% |
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