+7.1%
PLUG vs WWD
+442.6%
-435.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.0% | -1.6% | -4.3% |
| 7D | -4.9% | -2.6% | -2.4% | -3.6% |
| 30D | -27.4% | -7.7% | -19.7% | -24.3% |
| 3M | -35.7% | -17.7% | -18.0% | -28.8% |
| 6M | -59.3% | -15.9% | -43.4% | -56.4% |
| YTD | -31.5% | +1.8% | -33.2% | -35.2% |
| 1Y | -48.9% | +17.4% | -66.3% | -55.9% |
| 3Y | -79.6% | +137.1% | -216.7% | -88.8% |
| 5Y | -96.5% | +162.4% | -258.9% | -98.2% |
| All | +7.1% | +442.6% | -435.4% | -56.8% |
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