-26.5%
PLUG vs WWD
+439.4%
-465.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -10.1% |
| 7D | -23.4% | +4.0% | -27.4% | -25.0% |
| 30D | -23.4% | +0.4% | -23.9% | -23.6% |
| 3M | -51.7% | -7.9% | -43.8% | -49.6% |
| 6M | -72.0% | -10.6% | -61.3% | -70.8% |
| YTD | -43.7% | +9.4% | -53.0% | -48.7% |
| 1Y | -55.4% | +25.7% | -81.2% | -63.0% |
| 3Y | -68.0% | +148.5% | -216.6% | -82.7% |
| 5Y | -97.4% | +189.5% | -286.9% | -98.7% |
| All | -26.5% | +439.4% | -465.8% | -73.3% |
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